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~institution:"European University Institute / Department of Economics"
~person:"Saikkonen, Pentti"
~subject:"Portfolio selection"
~subject:"VAR model"
~subject:"Wirtschaftswachstum"
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Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
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Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
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contributor
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2006
Persistent link: https://www.econbiz.de/10003397947
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