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

dc.contributor.authorLUETKEPOHL, Helmut
dc.contributor.authorSAIKKONEN, Pentti
dc.contributor.authorTRENKLER, Carsten
dc.date.accessioned2005-01-06T11:10:10Z
dc.date.available2005-01-06T11:10:10Z
dc.date.created2004
dc.date.issued2004
dc.identifier.citationEconometrica, 2004, 72, 2, 647-662
dc.identifier.urihttps://hdl.handle.net/1814/2134
dc.language.isoen
dc.relation.ispartofEconometrica
dc.titleTesting for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Timeen
dc.typeArticle
dc.identifier.doi10.1111/j.1468-0262.2004.00505.x
dc.neeo.contributorLUETKEPOHL|Helmut|aut|EUI70007
dc.neeo.contributorSAIKKONEN|Pentti|aut|
dc.neeo.contributorTRENKLER|Carsten|aut|
dc.identifier.volume72
dc.identifier.startpage647
dc.identifier.endpage662


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