On consistent testing for serial correlation of unknown in vector time series models

Journal of Multivariate Analysis

Volumn 89, Issue 1, 2004, Pages 148-180

  Duchesne, Pierre ^a   Roy, Roch ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

Diagnostic test; Dynamic simultaneous equation model; Exogenous variables; Kernel spectrum estimator; Portmanteau test; Vector autoregressive process

Indexed keywords

EID: 1442331014     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0047-259X(03)00126-X     Document Type: Article

References (24)

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