An automatic Portmanteau test for serial correlation

DOI10.1016/J.JECONOM.2009.03.001MaRDI QIDQ97692FDOQ97692

Authors J. Carlos Escanciano, Ignacio N. Lobato 

Publication date August 2009

Published in Journal of Econometrics (Search for Journal in Brave)

Cited in

(1)

• vrtest

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