Corrected portmanteau tests for VAR models with time-varying variance (Q391534)
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scientific article; zbMATH DE number 6244295
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| English | Corrected portmanteau tests for VAR models with time-varying variance |
scientific article; zbMATH DE number 6244295 |
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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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0.9051124
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0.8993073
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0.8984008
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0.8965189
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0.89330846
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0.88701403
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0.8780515
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0.8778596
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