Corrected portmanteau tests for VAR models with time-varying variance (Q391534)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Corrected portmanteau tests for VAR models with time-varying variance |
scientific article |
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Corrected portmanteau tests for VAR models with time-varying variance (English)
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10 January 2014
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unconditionally heteroscedastic errors
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residual autocorrelations
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