On the asymptotic distribution of residual autocovariances in VARX models with applications

Pierre Duchesne ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2005, vol. 14, issue 2, 449-473

Keywords: VARX models; vector time series; autocovariance matrices; diagnostic checking; 62M10; 62H10 (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/BF02595413

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