BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING
| Year of publication: |
2006
|
|---|---|
| Authors: | Saikkonen, Pentti ; L tkepohl, Helmut ; Trenkler, Carsten |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 22.2006, 01, p. 15-68
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |