Date: 2008
Type: Article
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break
Journal of Time Series Analysis, 2008, 29, 2, 331-358
TRENKLER, Carsten, SAIKKONEN, Pentti, LUETKEPOHL, Helmut, Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break, Journal of Time Series Analysis, 2008, 29, 2, 331-358
- https://hdl.handle.net/1814/9977
Retrieved from Cadmus, EUI Research Repository
Cadmus permanent link: https://hdl.handle.net/1814/9977
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