scientific article; zbMATH DE number 3744363

Cited in

(22)

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On consistent testing for serial correlation of unknown form in vector time series models.
Generating beta random numbers and Dirichlet random vectors in R: the package rBeta2009
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A test for second order stationarity of a multivariate time series
Residual autocorrelation testing for vector error correction models
Improved multivariate portmanteau test
Portmanteau autocorrelation tests under q-dependence and heteroskedasticity
Localizing ruptures in block stochastic systems
On testing for multivariate ARCH effects in vector time series models
Goodness-of-fit tests for random sequences incorporating several components
Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms
Selecting the number of factors in multi-variate time series
Vector moving average models: a review
Switching equilibria: the present value model for stock prices revisited

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