Lütkepohl, H., Saikkonen, P., & Trenkler, C. (2001). Testing for the cointegrating rank of a VAR process with level shift at unknown time. Sonderforschungsbereich 373.
Chicago Style (17th ed.) CitationLütkepohl, Helmut, Pentti Saikkonen, and Carsten Trenkler. Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time. Berlin: Sonderforschungsbereich 373, 2001.
MLA (9th ed.) CitationLütkepohl, Helmut, et al. Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time. Sonderforschungsbereich 373, 2001.
Warning: These citations may not always be 100% accurate.