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 , 1468-0262
Publication language: English
Institution: School of Law and Economics > Zeitreihenökonometrie (Trenkler 2007-)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.

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