Comparison of tests for the cointegrating rank of a VAR process with a structural shift
| Year of publication: |
2003
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|---|---|
| Authors: | Lütkepohl, Helmut ; Saikkonen, Pentti ; Trenkler, Carsten |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 113.2003, 2, p. 201-230
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