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An automatic Portmanteau test for serial correlation

2009277 citationsJournal Article

Authors

Juan Carlos Escanciano · Indiana University Bloomington

Ignacio N. Lobato · Instituto Tecnológico Autónomo de México

Topics & Keywords

Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis Market Dynamics and Volatility

UN Sustainable Development Goals

Peace, Justice and strong institutions

Publication Details

Published in: Journal of Econometrics

Volume 151, Issue 2, pp. 140-149

DOI: 10.1016/j.jeconom.2009.03.001

Field-Weighted Citation Impact: 9.48

An automatic Portmanteau test for serial correlation | Researchclopedia