Skip to content

Opening book details…

About this Economics, Econometrics and Finance article

Multivariate tests for autocorrelation in the stable and unstable VAR models by Abdulnasser Hatemi-J is a Economics, Econometrics and Finance article available to read on EtoBox.

It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.

Author
Abdulnasser Hatemi-J
Publisher
Elsevier Science; Elsevier ; Elsevier BV (ISSN 0264-9993)
Published
2004
Field
Economics, Econometrics and Finance (Social Sciences)

More by Abdulnasser Hatemi-J

Browse all works by Abdulnasser Hatemi-J