Testing for serial correlation of unknown form in cointegrated time series models (Q2501358): Difference between revisions
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English | Testing for serial correlation of unknown form in cointegrated time series models |
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Testing for serial correlation of unknown form in cointegrated time series models (English)
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6 September 2006
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vector autoregressive process
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cointegration
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exogenous variables
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kernel spectrum estimator
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diagnostic test
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portmanteau test
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