Comparison of tests for the cointegrating rank of a VAR process with a structural shift
Helmut Lütkepohl; Pentti Saikkonen; Carsten Trenkler
- 作者Helmut Lütkepohl; Pentti Saikkonen; Carsten Trenkler
- 卷第113卷
- 期第2期
- 印刷ISSN0304-4076
- 文件大小383.97KB
- 发表时间2003
- DOI10.1016/s0304-4076(02)00200-2
- 页码201-229