Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time

Local Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Process

Saikkonen, P.,

Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time

Lütkepohl, H.,

Testing for Unit Roots in Time Series with Level Shifts

Saikkonen, P.,