Break Date Estimation for VAR Processes with Level Shift with an Application to Cointegration Testing
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
In: Econometric Theory, Band 22, Ausgabe 1, Seite 15-68, 2005
- Classification
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Wirtschaft
- Event
-
Veröffentlichung
- (where)
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Berlin
- (who)
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Humboldt-Universität zu Berlin
- (when)
-
2021
- Creator
- DOI
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10.18452/22181
- URN
-
urn:nbn:de:kobv:11-110-18452/23063-8
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:24 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Saikkonen, Pentti
- Lütkepohl, Helmut
- Trenkler, Carsten
- Humboldt-Universität zu Berlin
Time of origin
- 2021
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