Trenkler, Carsten; Saikkonen, Pentti; Lütkepohl, Helmut - 2006
SFB 649 Discussion Paper 2006-067
Testing for the
Cointegrating Rank of a
VAR Process with Level
Shift and Trend Break
Carsten Trenkler*
Pentti Saikkonen**
Helmut Lütkepohl***
* Humboldt-Universität zu Berlin, Germany
** University of Helsinki, Finland
***...
