Testing for serial independence in vector autoregressive...

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Testing for serial independence in vector autoregressive models

Meintanis, Simos G., Ngatchou-Wandji, Joseph, Allison, James
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Language:
english
Journal:
Statistical Papers
DOI:
10.1007/s00362-018-1039-4
Date:
September, 2018
File:
PDF, 554 KB
english, 2018
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