A power comparison between autocorrelation based tests (Q1726718)
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scientific article; zbMATH DE number 7026198
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A power comparison between autocorrelation based tests |
scientific article; zbMATH DE number 7026198 |
Statements
A power comparison between autocorrelation based tests (English)
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20 February 2019
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VAR model
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VECM model
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cointegration
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residual autocorrelations
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portmanteau tests
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Lagrange multiplier tests
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vector autoregressive (VAR) model
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0.7979145050048828
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0.7931502461433411
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0.7924095392227173
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0.7890185713768005
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0.7871996760368347
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