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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~language:"eng"
~person:"Saikkonen, Pentti"
~person:"Smyth, Russell"
~subject:"Cointegration"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Testing for the cointegrating rank of a var process with level shift at unknown time
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 647-662
Persistent link: https://www.econbiz.de/10001978069
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