Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
Helmut Lütkepohl, Pentti Saikkonen and Carsten Trenkler
- 期刊名称Econometrica
- 作者Helmut Lütkepohl, Pentti Saikkonen and Carsten Trenkler
- 卷第72卷
- 期第2期
- 印刷ISSN0012-9682
- 电子ISSN1468-0262
- 文件大小797.49KB
- 发表时间2004-03
- DOI10.2307/3598917
- 页码647-662