Corrected portmanteau tests for VAR models with time-varying variance
type: Distribution
access URL: https://hal.science/hal-00708343
format: HTML
issued: 2026-05-15T17:53:37.047328
modified: 2026-05-15T17:53:36.994806

test_moissonnage_selune
type: Agent

Corrected portmanteau tests for VAR models with time-varying variance
type: Dataset
contact point: Organization
  fn: CCSD
keyword: residual-autocorrelations
keyword: statmestatistics-statmethodology-statme
keyword: portmanteau-tests
keyword: unconditionally-heteroscedastic-errors
keyword: journal-articles
keyword: infoeu-reposemanticsarticle
keyword: var-model
keyword: 62m10-91b84
landing page: 0047-259X
description: International audience
issued: 2026-05-15T17:53:37.022225
language: en
modified: 2026-05-15T17:53:37.022230