Skip to main navigation Skip to search Skip to main content

VARtests: Tests for Error Autocorrelation, ARCH Errors, and Cointegration in Vector Autoregressive Models: Version 2.0.5

Research output: Non-textual form › Software › Professional

Fingerprint

Dive into the research topics of 'VARtests: Tests for Error Autocorrelation, ARCH Errors, and Cointegration in Vector Autoregressive Models: Version 2.0.5'. Together they form a unique fingerprint.
Sort by

Keyphrases

Mathematics