Open AccessWild bootstrap Ljung-Box test for autocorrelation in vector autoregressive and error correction models
Author(s) -
Myeongwoo Lee,
Taewook Lee
Publication year - 2016
Publication title -
eung'yong tong'gye yeon'gu/the korean journal of applied statistics
Language(s) - English
Resource type - Journals
eISSN - 2383-5818
pISSN - 1225-066X
DOI - 10.5351/kjas.2016.29.1.061
Subject(s) - autocorrelation , autoregressive model , mathematics , statistics , heteroscedasticity , series (stratigraphy) , partial autocorrelation function , time series , econometrics , autoregressive integrated moving average , paleontology , biology