1

Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time

Year:
2002
Language:
english
File:
PDF, 3.37 MB
english, 2002
6

Testing for the Cointegrating Rank of a VAR Process with an Intercept

Year:
2000
Language:
english
File:
PDF, 2.79 MB
english, 2000