Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors
Work
Year: 2009
Type: article
Source: Test
Author Hamdi Raïssi
Institution Institut de recherche mathématique de Rennes
Cites: 29
Cited by: 10
Related to: 10
FWCI: 0.528
Citation percentile (by year/subfield): 80.9
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: closed