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Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti; Lütkepohl, Helmut - 1999
Persistent link: https://www.econbiz.de/10001425254
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Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397947
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Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti; Lütkepohl, Helmut - In: Econometric theory 18 (2002) 2, pp. 313-348
Persistent link: https://www.econbiz.de/10001661298
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Testing for the cointegrating rank of a VAR process with level shift at unknown time
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten - 2001
Persistent link: https://www.econbiz.de/10001618757
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Unit root tests in the presence of innovational outliers
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - 2001
Persistent link: https://www.econbiz.de/10001630107
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A review of systems cointegration tests
Hubrich, Kirsten; Lütkepohl, Helmut; Saikkonen, Pentti - In: Econometric reviews 20 (2001) 3, pp. 247-318
Persistent link: https://www.econbiz.de/10001606186
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Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - 2001
Persistent link: https://www.econbiz.de/10001609552
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Comparison of tests for the cointegrating rank of a VAR process with a structural shift
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten - In: Journal of econometrics 113 (2003) 2, pp. 201-229
Persistent link: https://www.econbiz.de/10001738893
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Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - In: Oxford bulletin of economics and statistics 65 (2003) 1, pp. 91-115
Persistent link: https://www.econbiz.de/10001741975
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Unit root tests in the presence of innovational outliers
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - In: Contributions to modern econometrics : from data …, (pp. 151-167). 2002
Persistent link: https://www.econbiz.de/10001905248