Testing for the cointegrating rank of a VAR process with level shift at unknown time:
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Bibliographic Details
Main Authors: Lütkepohl, Helmut 1951- (Author), Saikkonen, Pentti (Author), Trenkler, Carsten 1974- (Author)
Format: Book
Language:English
Published: Berlin Sonderforschungsbereich 373 2001
Series:Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 2001,63
Item Description:Literaturverz. S. 56 - 59
Physical Description:59 S. graph. Darst.

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