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Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
Helmut Lütkepohl, Pentti Saikkonen, Carsten TrenklerVolume:
72
Year:
2004
Language:
english
Pages:
16
DOI:
10.1111/j.1468-0262.2004.00505.x
File:
PDF, 205 KB
english, 2004