Comparison of tests for the cointegrating rank of a VAR process with a structural shift
| Year of publication: |
2003
|
|---|---|
| Authors: | Lutkepohl, Helmut ; Saikkonen, Pentti ; Trenkler, Carsten |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 113.2003, 2, p. 201-229
|
| Publisher: |
Elsevier |