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


Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut



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
Publication language: English
Institution: School of Law and Economics > VWL, Empirische Wirtschaftsforschung (Trenkler)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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