Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift

Trenkler, Carsten ; Lütkepohl, Helmut ; Saikkonen, Pentti

Document Type: Article
Year of publication: 2003
The title of a journal, publication series: Journal of Econometrics
Volume: 113
Issue number: 2
Page range: 201-229
Place of publication: Amsterdam [u.a.]
Publishing house: Elsevier
ISSN: 0304-4076
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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