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TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT
Saikkonen, Pentti; L tkepohl, Helmut - In: Econometric Theory 16 (2000) 03, pp. 373-406
Persistent link: https://www.econbiz.de/10005411638
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LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS
Saikkonen, Pentti; L tkepohl, Helmut - In: Econometric Theory 15 (1999) 01, pp. 50-78
Persistent link: https://www.econbiz.de/10005411776
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BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING
Saikkonen, Pentti; L tkepohl, Helmut; Trenkler, Carsten - In: Econometric Theory 22 (2006) 01, pp. 15-68
Persistent link: https://www.econbiz.de/10005104574
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A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES
Johansen, S ren; L tkepohl, Helmut - In: Econometric Theory 21 (2005) 03, pp. 653-658
Persistent link: https://www.econbiz.de/10005610308
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UNIT ROOT AND COINTEGRATION TESTING: GUEST EDITORS' INTRODUCTION
L tkepohl, Helmut; Rodrigues, Paulo M.M. - In: Econometric Theory 24 (2008) 01, pp. 1-6
Persistent link: https://www.econbiz.de/10005610448
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TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME
Saikkonen, Pentti; L tkepohl, Helmut - In: Econometric Theory 18 (2002) 02, pp. 313-348
Persistent link: https://www.econbiz.de/10005610579