Testing for serial independence in vector autoregressive models (Q1757250)
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scientific article; zbMATH DE number 6997288
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| default for all languages | No label defined |
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| English | Testing for serial independence in vector autoregressive models |
scientific article; zbMATH DE number 6997288 |
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Testing for serial independence in vector autoregressive models (English)
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3 January 2019
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empirical characteristic function
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serial dependence tests
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VAR models
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0.8468866348266602
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0.8229145407676697
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0.8184837698936462
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