Pages that link to "Item:Q619148"
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The following pages link to Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors (Q619148):
Displaying 4 items.
- Corrected portmanteau tests for VAR models with time-varying variance (Q391534) (← links)
- Semi-strong linearity testing in linear models with dependent but uncorrelated errors (Q893971) (← 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)
