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2001-09-05Buch DOI: 10.18452/3611
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
dc.contributor.authorLütkepohl, Helmut
dc.contributor.authorSaikkonen, Pentti
dc.contributor.authorTrenkler, Carsten
dc.date.accessioned2017-06-15T21:33:21Z
dc.date.available2017-06-15T21:33:21Z
dc.date.created2005-10-17
dc.date.issued2001-09-05
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4263
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.subjectvector autoregressive processeng
dc.subjecterror correction modeleng
dc.subjectCointegrationeng
dc.subjectstructural breakeng
dc.subject.ddc330 Wirtschaft
dc.titleTesting for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10050314
dc.identifier.doihttp://dx.doi.org/10.18452/3611
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages59
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2001
local.edoc.container-issue63
local.edoc.container-year2001
local.edoc.container-erstkatid2135319-0

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