Browsing Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 by Subject "vector autoregressive process"

Now showing items 1-3 of 3

2000-02-07Buch

Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift

Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten
2000-11-20Buch

On the Reliability of Chow Type Test for Parameter Constancy in Multivariate Dynamic Models

Candelon, Bertrand; Lütkepohl, Helmut
2001-09-05Buch

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

Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten