مرکز منطقه ای اطلاع رساني علوم و فناوري - Multivariate tests for autocorrelation in the stable and unstable VAR models

Title of article :

Multivariate tests for autocorrelation in the stable and unstable VAR models

Author/Authors :

Abdulnasser Hatemi-J، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

661

To page :

683

Keywords :

stability , Autoregressive conditional heteroscedasticity , Autocorrelation , VAR , Monte Carlo simulations

Journal title :

Economic Modelling

Serial Year :

2004

Journal title :

Economic Modelling

Record number :

227634

Link To Document :