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 > Zeitreihenökonometrie (Trenkler 2007-)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.

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