A power comparison between autocorrelation based tests (Q1726718)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A power comparison between autocorrelation based tests |
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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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