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Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time

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
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