Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break
- 作者Carsten Trenkler; Pentti Saikkonen; Helmut Lütkepohl
- 卷第29卷
- 期第2期
- 印刷ISSN0143-9782
- 电子ISSN1467-9892
- 文件大小742.34KB
- 发表时间2008
- DOI10.1111/j.1467-9892.2007.00558.x
- 页码331-358
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