Break Date Estimation for VAR Processes with Level Shift with an Application to Cointegration Testing

Document Type:	Article
Year of publication:	2006
The title of a journal, publication series:	Econometric Theory
Volume:	22
Issue number:	1
Page range:	15-68
Place of publication:	Cambridge
Publishing house:	Cambridge Univ. Press
ISSN:	0266-4666 , 1469-4360
Publication language:	English
Institution:	School of Law and Economics > VWL, Empirische Wirtschaftsforschung (Trenkler)
Subject:	330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Trenkler, Carsten ; Lütkepohl, Helmut ; Saikkonen, Pentti

Google Scholar: Trenkler, Carsten ; Lütkepohl, Helmut ; Saikkonen, Pentti

ORCID: Trenkler, Carsten

; Lütkepohl, Helmut ; Saikkonen, Pentti

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