Optimal rank-based tests for block exogeneity in vector autoregressions (Q391529)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal rank-based tests for block exogeneity in vector autoregressions |
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Optimal rank-based tests for block exogeneity in vector autoregressions (English)
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10 January 2014
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VAR models
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block independence
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local asymptotic normality
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multivariate ranks
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multivariate signs
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