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Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time

Econometrica, 72(2): 647--662, 2004.
Authors: Helmut Lutkepohl and Pentti Saikkonen and Carsten Trenkler
URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1468-0262.2004.00505.x
Tags: imported
| URL | BibTeX  
@article{Lutkepohl2004,
title = {Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time},
author = {Helmut Lutkepohl and Pentti Saikkonen and Carsten Trenkler},
day = {61},
journal = {Econometrica},
month = {Mar},
note = {doi: 10.1111/j.1468-0262.2004.00505.x},
number = {2},
pages = {647--662},
url = {http://www.blackwell-synergy.com/doi/abs/10.1111/j.1468-0262.2004.00505.x},
volume = {72},
year = {2004},
keywords = {imported }
}