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2001
Number of items:
5
.
2008
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
;
Saikkonen, Pentti
;
Lütkepohl, Helmut
(2008)
Testing for the cointegrating rank of a VAR process with level shift and trend break.
Journal of Time Series Analysis Oxford 29 2 331-358 [Article]
2006
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
(2006)
Break Date Estimation for VAR Processes with Level Shift with an Application to Cointegration Testing.
Econometric Theory Cambridge 22 1 15-68 [Article]
2004
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
(2004)
Testing for the Cointegrating Rank of a VAR Process with a Level Shift at Unknown Time.
Econometrica : Journal of the Econometric Society Princeton, NJ 72 2 647-662 [Article]
2003
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
(2003)
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift.
Journal of Econometrics Amsterdam [u.a.] 113 2 201-229 [Article]
2001
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
(2001)
Maximum Eigenvalue versus Trace Tests for the Cointegrating Rank of a VAR Process.
The Econometrics Journal Oxford 4 2 287-310 [Article]
This list was created automatically on
Sun Mar 26 06:18:38 2023 CEST