Pages that link to "Item:Q278197"
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The following pages link to Residual autocorrelation testing for vector error correction models (Q278197):
Displaying 7 items.
- Corrected portmanteau tests for VAR models with time-varying variance (Q391534) (← links)
- Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors (Q619148) (← links)
- Departure from normality of increasing-dimension martingales (Q1012546) (← links)
- On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap (Q1023788) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- A power comparison between autocorrelation based tests (Q1726718) (← links)
- Comparison of procedures for fitting the autoregressive order of a vector error correction model (Q4925433) (← links)
