Break Date Estimation for VAR Processes with Level Shift with an Application to Cointegration Testing
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
In: Econometric Theory, Band 22, Ausgabe 1, Seite 15-68, 2005
- Klassifikation
-
Wirtschaft
- Ereignis
-
Veröffentlichung
- (wo)
-
Berlin
- (wer)
-
Humboldt-Universität zu Berlin
- (wann)
-
2021
- Urheber
- DOI
-
10.18452/22181
- URN
-
urn:nbn:de:kobv:11-110-18452/23063-8
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:24 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Saikkonen, Pentti
- Lütkepohl, Helmut
- Trenkler, Carsten
- Humboldt-Universität zu Berlin
Entstanden
- 2021
Ähnliche Objekte (12)
An alternative approach to univariate and multivariate time series analysis
Fundamental problems with nonfundamental shocks
Forecasting contemporaneous aggregates with stochastic aggregation weights
New introduction to multiple time series analysis : with 36 tables
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Unit Root Tests for Time Series with a Structural Break
A review of systems cointegration tests
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break
Introduction to multiple time series analysis
Forecasting aggregated vector ARMA processes
Introduction to multiple time series analysis
Prognose aggregierter Zeitreihen
An alternative approach to univariate and multivariate time series analysis
Fundamental problems with nonfundamental shocks
Forecasting contemporaneous aggregates with stochastic aggregation weights
New introduction to multiple time series analysis : with 36 tables
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Unit Root Tests for Time Series with a Structural Break
A review of systems cointegration tests
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break
Introduction to multiple time series analysis
Forecasting aggregated vector ARMA processes
Introduction to multiple time series analysis
Prognose aggregierter Zeitreihen
An alternative approach to univariate and multivariate time series analysis
Fundamental problems with nonfundamental shocks
Forecasting contemporaneous aggregates with stochastic aggregation weights
New introduction to multiple time series analysis : with 36 tables
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Unit Root Tests for Time Series with a Structural Break
A review of systems cointegration tests
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break
Introduction to multiple time series analysis
Forecasting aggregated vector ARMA processes
Introduction to multiple time series analysis