Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors (Q619148)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors |
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Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors (English)
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22 January 2011
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cointegration
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weak error process
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portmanteau tests
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Lagrange multiplier test
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vector error correction model
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