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.

中文翻译：

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测试向量自回归模型中的序列独立性

我们考虑对向量自回归模型中的创新进行任意有限阶序列独立性的测试。测试表示为 L2 类型标准，涉及联合经验特征函数的差异和相应边际的乘积。介绍了渐近和蒙特卡罗结果。