Testing for the cointegration rank of a VAR process with level shift and trend break

Carsten Trenkler, Pentti Saikkonen and Helmut Lütkepohl

Year of publication:	2006
Other Persons:	Trenkler, Carsten (contributor) ; Saikkonen, Pentti (contributor) ; Lütkepohl, Helmut (contributor)
Institutions:	European University Institute / Department of Economics (contributor)
Publisher:	Badia Fiesolana, San Domenico (Fl)
Subject:	Kointegration \| Cointegration \| VAR-Modell \| VAR model \| Statistischer Test \| Statistical test \| Theorie \| Theory

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