Testing for serial independence in vector autoregressive models
Crossref DOI link: https://doi.org/10.1007/s00362-018-1039-4
Published Online: 2018-09-07
Published Print: 2018-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Meintanis, Simos G.
Ngatchou-Wandji, Joseph
Allison, James
Text and Data Mining valid from 2018-09-07
Article History
Received: 13 March 2018
Revised: 28 August 2018
First Online: 7 September 2018