Testing for the cointegrating rank of a VAR process with level shift at unknown time
Year of publication: |
2001
|
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Authors: | Lütkepohl, Helmut ; Saikkonen, Pentti ; Trenkler, Carsten |
Institutions: | Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse (contributor) |
Publisher: |
Berlin : Humboldt-Universität |
Subject: | Theorie | Theory | VAR-Modell | VAR model | Kointegration | Cointegration |
Extent: | Online-Ressource (PDF-Datei: 59 S., 453,36 KB) graph. Darst. |
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Series: | Discussion papers of interdisciplinary research project 373. - Berlin : Humboldt-Universität, ISSN 1436-1086, ZDB-ID 2135319-0. - Vol. 2001,63 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Other identifiers: | hdl:10419/62759 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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