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

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https://hdl.handle.net/1814/2134
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10.1111/j.1468-0262.2004.00505.x
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2004
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Econometrica, 2004, 72, 2, 647-662
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LUETKEPOHL, Helmut, SAIKKONEN, Pentti, TRENKLER, Carsten, Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time, Econometrica, 2004, 72, 2, 647-662 - https://hdl.handle.net/1814/2134
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