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

@@ Property / author @@
+Helmut Lütkepohl
@@ Property / author: Helmut Lütkepohl / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6575918
@@ Property / zbMATH DE Number: 6575918 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cointegration
@@ Property / zbMATH Keywords: cointegration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic econometric models
@@ Property / zbMATH Keywords: dynamic econometric models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+vector autoregressions
@@ Property / zbMATH Keywords: vector autoregressions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+vector error correction models
@@ Property / zbMATH Keywords: vector error correction models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+residual autocorrelation
@@ Property / zbMATH Keywords: residual autocorrelation / rank @@
+Normal rank

Revision as of 17:58, 27 June 2023