Testing for the Cointegrating Rank of a VAR Process with a Level Shift at Unknown Time

Document Type:	Article
Year of publication:	2004
The title of a journal, publication series:	Econometrica : Journal of the Econometric Society
Volume:	72
Issue number:	2
Page range:	647-662
Place of publication:	Princeton, NJ
Publishing house:	Econometric Soc.
ISSN:	0012-9682 , 1468-0262
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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