Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time (Q5473025)

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scientific article; zbMATH DE number 5033970
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Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
scientific article; zbMATH DE number 5033970

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    Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time (English)
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    19 June 2006
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