Date: 2004
Type: Working Paper
Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift
Working Paper, EUI ECO, 2004/21
SAIKKONEN, Pentti, LUETKEPOHL, Helmut, TRENKLER, Carsten, Break Date Estimation and Cointegration Testing
in VAR Processes with Level Shift, EUI ECO, 2004/21 - https://hdl.handle.net/1814/2801
Retrieved from Cadmus, EUI Research Repository
Cadmus permanent link: https://hdl.handle.net/1814/2801
Series/Number: EUI ECO; 2004/21
Publisher: European University Institute
