Residual autocorrelation testing for vector error correction models (Q278197): Difference between revisions

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+Helmut Lütkepohl
@@ Property / author: Helmut Lütkepohl / rank @@
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+Q3796532
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+Estimation for Partially Nonstationary Multivariate Autoregressive Models
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+Testing for serial correlation of unknown form in cointegrated time series models
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+Testing autocorrelation in a system perspective testing autocorrelation
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+The Multivariate Portmanteau Statistic
@@ Property / cites work: The Multivariate Portmanteau Statistic / rank @@
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+Q3925035
@@ Property / cites work: Q3925035 / rank @@
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+Q3928869
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Q4742198
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+Q4001588
@@ Property / cites work: Q4001588 / rank @@
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+Applied Time Series Econometrics
@@ Property / cites work: Applied Time Series Econometrics / rank @@
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+An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification
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+Testing the Fit of a Vector Autoregressive Moving Average Model
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+An approach to testing linear time series models
@@ Property / cites work: An approach to testing linear time series models / rank @@
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+VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING
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+CONSISTENT ESTIMATION IN COINTEGRATED VECTOR AUTOREGRESSIVE  MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS
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+STATISTICAL INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE  MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS
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+Stability results for nonlinear error correction models
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+Estimation and Testing for Unit Roots in a Partially Nonstationary Vector Autoregressive Moving Average Model
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