Pages that link to "Item:Q2501358"
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The following pages link to Testing for serial correlation of unknown form in cointegrated time series models (Q2501358):
Displaying 7 items.
- Residual autocorrelation testing for vector error correction models (Q278197) (← links)
- Corrected portmanteau tests for VAR models with time-varying variance (Q391534) (← links)
- Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors (Q619148) (← links)
- On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap (Q1023788) (← links)
- Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
- Comparison of procedures for fitting the autoregressive order of a vector error correction model (Q4925433) (← links)
- On consistent testing for serial correlation in seasonal time series models (Q5442061) (← links)
