Comparison of tests for the cointegrating rank of a VAR process with a structural shift
Helmut Lütkepohl; Pentti Saikkonen; Carsten Trenkler
| Year of publication: |
2003
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|---|---|
| Authors: | Lütkepohl, Helmut ; Saikkonen, Pentti ; Trenkler, Carsten |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 113.2003, 2, p. 201-229
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| Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001738893