An automatic Portmanteau test for serial correlation

DOI10.1016/J.JECONOM.2009.03.001MaRDI QIDQ97692FDOQ97692

Ignacio N. Lobato, J. Carlos Escanciano

Publication date: August 2009

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

Cited In (1)

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