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"Corrected portmanteau tests for VAR models with time-varying variance."

Valentin Patilea, H. Raïssi (2013)

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DOI: 10.1016/J.JMVA.2012.12.004

access: open

type: Journal Article

metadata version: 2021-02-17

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Valentin Patilea, H. Raïssi:
Corrected portmanteau tests for VAR models with time-varying variance. J. Multivar. Anal. 116: 190-207 (2013)

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