Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
Helmut Lütkepohl; Pentti Saikkonen; Carsten Trenkler
- 作者Helmut Lütkepohl; Pentti Saikkonen; Carsten Trenkler
- 卷第72卷
- 期第2期
- 印刷ISSN0012-9682
- 电子ISSN1468-0262
- 文件大小205.43KB
- 发表时间2004
- DOI10.1111/j.1468-0262.2004.00505.x
- 页码647-662