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Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process
Lütkepohl, H.; Saikkonen, P.; Trenkler, C. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795050
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Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift
Lütkepohl, H.; Saikkonen, P.; Trenkler, C. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796239
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The Polish Crawling Peg System: A Cointegration Analysis
Trenkler, C. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796294
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Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
Lütkepohl, H.; Saikkonen, P.; Trenkler, C. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838246