Testing for the cointegrating rank of a VAR process with level shift and trend break

Document Type:	Article
Year of publication:	2008
The title of a journal, publication series:	Journal of Time Series Analysis
Volume:	29
Issue number:	2
Page range:	331-358
Place of publication:	Oxford
Publishing house:	Wiley Blackwell
ISSN:	0143-9782 , 1467-9892
Publication language:	English
Institution:	School of Law and Economics > VWL, Empirische Wirtschaftsforschung (Trenkler)
Subject:	330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut

Google Scholar: Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut

ORCID: Trenkler, Carsten

; Saikkonen, Pentti ; Lütkepohl, Helmut

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