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Break Date Estimation for VAR Processes with Level Shift with an Application to Cointegration Testing

Break Date Estimation for VAR Processes with Level Shift with an Application to Cointegration Testing

Pentti Saikkonen, Helmut Lütkepohl and Carsten Trenkler

期刊名称Econometric Theory
作者Pentti Saikkonen, Helmut Lütkepohl and Carsten Trenkler
卷第22卷
期第1期
印刷ISSN0266-4666
电子ISSN1469-4360
文件大小1172.67KB
发表时间2006-02
DOI10.2307/4093188
页码15-68

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