@article{2978938,
    title = "Testing for serial independence in vector autoregressive models",
    author = "Meintanis, S.G. and Ngatchou-Wandji, J. and Allison, J.",
    journal = "Statistical Papers",
    year = "2018",
    volume = "59",
    number = "4",
    pages = "1379-1410",
    publisher = "Springer New York LLC",
    issn = "0932-5026",
    doi = "10.1007/s00362-018-1039-4",
    abstract = "We consider tests for serial independence of arbitrary finite order for the innovations in vector autoregressive models. The tests are expressed as L2-type criteria involving the difference of the joint empirical characteristic function and the product of corresponding marginals. Asymptotic as well as Monte-Carlo results are presented. © 2018, Springer-Verlag GmbH Germany, part of Springer Nature."
}