OpenAlex
An automatic Portmanteau test for serial correlation
Work
Year: 2009
Type: article
Source: Journal of Econometrics
Authors Juan Carlos Escanciano, Ignacio N. Lobato
Institutions Indiana University Bloomington, Instituto Tecnológico Autónomo de México
Cites: 81
Cited by: 257
Related to: 10
FWCI: 6.602
Citation percentile (by year/subfield): 99.99
Topic: Financial Risk and Volatility Modeling
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: closed