Testing Misspecification in Vector Time Series Models with Exogenous Variables

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Original language	English
Pages (from-to)	100-112
Number of pages	13
Journal	Journal of the Royal Statistical Society. Series B: Methodological
Volume	46
Publication status	Published - 1984

Cite this

@article{950237f4e5d048d6b5850fb70504c401,

title = "Testing Misspecification in Vector Time Series Models with Exogenous Variables",

author = "Poskitt, {Don Stephen} and Andrew Tremayne",

year = "1984",

language = "English",

volume = "46",

pages = "100--112",

journal = "Journal of the Royal Statistical Society. Series B: Methodological",

issn = "0035-9246",

publisher = "Wiley-Blackwell",

}