Trenkler, Carsten; Saikkonen, Pentti; Lütkepohl, Helmut - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
: Cointegration, structural break, vector autoregressive process, error correction
model
JEL classiflcation: C32
⁄The flrst author is …, least squares, generalized least squares, reduced
rank, likelihood ratio, vector autoregressive and vector error correction … model, respectively.
A summation is deflned to be zero if the lower bound of the summation index exceeds the
upper bound.
2 …