Residual autocorrelation testing for vector error correction models

Ralf Brüggemann, Helmut Lütkepohl and Pentti Saikkonen

Journal of Econometrics, 2006, vol. 134, issue 2, 579-604

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (26)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4076(05)00156-9
Full text for ScienceDirect subscribers only

Related works:
Chapter: Vector Error Correction Models (2005)
Working Paper: Residual Autocorrelation Testing for Vector Error Correction Models (2004)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:134:y:2006:i:2:p:579-604

Access Statistics for this article

Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().