Title:Break Date Estimation for VAR Processes with Level Shift with an Application to Cointegration Testing
Author(s):SAIKKONEN, Pentti; LUETKEPOHL, Helmut; TRENKLER, CarstenDate:2006Type of Publication:ArticleAbstract:In testing for the cointegrating rank of a vector autoregressive process it is important to take into account level shifts that have occurred in the sample period. Therefore the properties of estimators of the time period ...
Title:Britain and Canada and their large neighboring monetary unions, part I
Author(s):HOWARTH, David; VERDUN, Amy; PADFIELD, Melissa; YOUNG, Patricia; WILLETT, Thomas D.; ARTIS, Michael J.; LAIDLER, David; SCHEMBRI, Lawrence; GRUBEL, Herbert; CROWLEY, Patrick M.Date:2006Type of Publication:Article