The Effects of Ignoring Level Shifts on Systems Cointegration Tests

Trenkler, Carsten

Document Type:	Article
Year of publication:	2005
The title of a journal, publication series:	Allgemeines Statistisches Archiv : AStA
Volume:	89
Issue number:	3
Page range:	279-300
Place of publication:	Heidelberg
Publishing house:	Physica-Verl.
ISSN:	0002-6018 , 1614-0176
Publication language:	German
Institution:	School of Law and Economics > VWL, Empirische Wirtschaftsforschung (Trenkler)
Subject:	330 Economics

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