The Effects of Ignoring Level Shifts on Systems Cointegration Tests
- 期刊名称Allgemeines Statistisches Archiv
- 作者Carsten Trenkler*
- 卷第89卷
- 期第3期
- 印刷ISSN0002-6018
- 电子ISSN1614-0176
- 文件大小237.85KB
- 发表时间2005-08
- DOI10.1007/s10182-005-0205-x
- 页码281-301
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