Chi-squared portmanteau tests for structural VARMA models with uncorrelated errors
Version of Record online: 10 MAY 2012
© 2012 Wiley Publishing Ltd
Journal of Time Series Analysis
Volume 33, Issue 6, pages 863–872, November 2012
How to Cite
Katayama, N. (2012), Chi-squared portmanteau tests for structural VARMA models with uncorrelated errors. Journal of Time Series Analysis, 33: 863–872. doi: 10.1111/j.1467-9892.2012.00799.x
- Issue online: 15 OCT 2012
- Version of Record online: 10 MAY 2012
- First version received January 2011 Published online in Wiley Online Library: 10 May 2012
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