Trenkler, Carsten (contributor); … - 2006
corresponding Gaussian likelihood ratio test for the cointegrating rank. -- Cointegration ; structural break ; vector autoregressive …: Cointegration, structural break, vector autoregressive process, error correction
model
JEL classiflcation: C32
⁄The flrst author is … cointegration testing. Therefore a considerable
literature has developed on testing for unit roots and cointegration when breaks …