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


Trenkler, Carsten ; Lütkepohl, Helmut ; Saikkonen, Pentti



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
Publication language: English
Institution: School of Law and Economics > VWL, Empirische Wirtschaftsforschung (Trenkler)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Trenkler, Carsten ORCID: 0000-0003-1846-1764 ; Lütkepohl, Helmut ; Saikkonen, Pentti (2004) Testing for the Cointegrating Rank of a VAR Process with a Level Shift at Unknown Time. Econometrica : Journal of the Econometric Society Princeton, NJ 72 2 647-662 [Article]


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