Residual autocorrelation testing for vector error correction models (Q278197): Difference between revisions
From MaRDI portal
m rollbackEdits.php mass rollback Tag: Rollback |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2119081199 / rank | |||
Normal rank |
Revision as of 18:25, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Residual autocorrelation testing for vector error correction models |
scientific article |
Statements
Residual autocorrelation testing for vector error correction models (English)
0 references
2 May 2016
0 references
cointegration
0 references
dynamic econometric models
0 references
vector autoregressions
0 references
vector error correction models
0 references
residual autocorrelation
0 references