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
23
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
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