Comparison of tests for the cointegrating rank of a VAR process with a structural shift:
Gespeichert in:
Hauptverfasser: | , , |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Berlin
Humboldt-Univ.
2000
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Schriftenreihe: | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse
2000,10 |
Beschreibung: | 32 S. Ill. |
Internformat
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245 | 1 | 0 | |a Comparison of tests for the cointegrating rank of a VAR process with a structural shift |c Helmut Lütkepohl ; Pentti Saikkonen ; Carsten Trenkler |
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490 | 1 | |a Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse |v 2000,10 | |
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Datensatz im Suchindex
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author | Lütkepohl, Helmut 1951- Saikkonen, Pentti Trenkler, Carsten 1974- |
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indexdate | 2024-07-09T22:27:19Z |
institution | BVB |
language | English |
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series2 | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse |
spelling | Lütkepohl, Helmut 1951- Verfasser (DE-588)10979544X aut Comparison of tests for the cointegrating rank of a VAR process with a structural shift Helmut Lütkepohl ; Pentti Saikkonen ; Carsten Trenkler Berlin Humboldt-Univ. 2000 32 S. Ill. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse 2000,10 Saikkonen, Pentti Verfasser aut Trenkler, Carsten 1974- Verfasser (DE-588)124086233 aut Sonderforschungsbereich Quantifikation und Simulation ökonomischer Prozesse <Berlin> Discussion paper 2000,10 (DE-604)BV012925295 2000,10 |
spellingShingle | Lütkepohl, Helmut 1951- Saikkonen, Pentti Trenkler, Carsten 1974- Comparison of tests for the cointegrating rank of a VAR process with a structural shift |
title | Comparison of tests for the cointegrating rank of a VAR process with a structural shift |
title_auth | Comparison of tests for the cointegrating rank of a VAR process with a structural shift |
title_exact_search | Comparison of tests for the cointegrating rank of a VAR process with a structural shift |
title_full | Comparison of tests for the cointegrating rank of a VAR process with a structural shift Helmut Lütkepohl ; Pentti Saikkonen ; Carsten Trenkler |
title_fullStr | Comparison of tests for the cointegrating rank of a VAR process with a structural shift Helmut Lütkepohl ; Pentti Saikkonen ; Carsten Trenkler |
title_full_unstemmed | Comparison of tests for the cointegrating rank of a VAR process with a structural shift Helmut Lütkepohl ; Pentti Saikkonen ; Carsten Trenkler |
title_short | Comparison of tests for the cointegrating rank of a VAR process with a structural shift |
title_sort | comparison of tests for the cointegrating rank of a var process with a structural shift |
volume_link | (DE-604)BV012925295 |
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