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Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break

dc.contributor.authorTRENKLER, Carsten
dc.contributor.authorSAIKKONEN, Pentti
dc.contributor.authorLUETKEPOHL, Helmut
dc.date.accessioned2008-12-10T14:37:24Z
dc.date.available2008-12-10T14:37:24Z
dc.date.issued2008
dc.identifier.citationJournal of Time Series Analysis, 2008, 29, 2, 331-358en
dc.identifier.urihttps://hdl.handle.net/1814/9977
dc.language.isoenen
dc.relation.ispartofJournal of Time Series Analysis
dc.titleTesting for the Cointegrating Rank of a VAR Process with Level Shift and Trend Breaken
dc.typeArticleen
dc.neeo.contributorTRENKLER|Carsten|aut|
dc.neeo.contributorSAIKKONEN|Pentti|aut|
dc.neeo.contributorLUETKEPOHL|Helmut|aut|EUI70007
dc.identifier.volume29
dc.identifier.startpage331
dc.identifier.endpage358


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