Testing for serial correlation of unknown form in cointegrated time series models (Q2501358)
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scientific article; zbMATH DE number 5051676
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| English | Testing for serial correlation of unknown form in cointegrated time series models |
scientific article; zbMATH DE number 5051676 |
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Testing for serial correlation of unknown form in cointegrated time series models (English)
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6 September 2006
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vector autoregressive process
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cointegration
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exogenous variables
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kernel spectrum estimator
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diagnostic test
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portmanteau test
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0.93372595
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0.9172716
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0.9171215
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0.9134646
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0.91212636
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0.9054839
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