Comparison of tests for the cointegrating rank of a VAR process with a structural shift

Helmut Lütkepohl, Pentti Saikkonen and Carsten Trenkler

Journal of Econometrics, 2003, vol. 113, issue 2, 201-229

Date: 2003
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Related works:
Working Paper: Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift (2000)
Working Paper: Comparison of tests for the cointegrating rank of a VAR process with a structural shift (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:113:y:2003:i:2:p:201-229

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