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Testing for the Cointegrating Rank of a VAR Process with a Time Trend

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Author Info
H. Lütkepohl
P. Saikkonen

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Paper provided by Humboldt Universitaet Berlin in its series Sonderforschungsbereich 373 with number 1997-79.

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Handle: RePEc:wop:humbsf:1997-79

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  1. C. Müller & E. Hahn, . "Money Demand in Europe: Evidence from the Past," Sonderforschungsbereich 373 2000-35, Humboldt Universitaet Berlin.
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  2. Minoas Koukouritakis & Nikolaos Giannellis, . "Behavioural Equilibrium Exchange Rate and Total Misalignment: Evidence from the Euro Exchange Rate," Working Papers 0901, University of Crete, Department of Economics. [Downloadable!]
  3. Luetkepohl, Helmut & Wolters, Juergen, 2001. "The Transmission of German Monetary Policy in the Pre-Euro Period," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  4. Helmut Luetkepohl & Pentti Saikkonen & Carsten Trenkler, 2000. "Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift," Econometric Society World Congress 2000 Contributed Papers 0364, Econometric Society. [Downloadable!]
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  5. Deniz Dilan Karaman Örsal, 2007. "Comparison of Panel Cointegration Tests," SFB 649 Discussion Papers SFB649DP2007-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
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  6. Mototsugu Shintani, 2000. "A Simple Cointegrating Rank Test Without Vector Autoregression," Working Papers 0044, Department of Economics, Vanderbilt University. [Downloadable!]
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  7. Helmut LÜTKEPOHL, 2004. "Recent Advances in Cointegration Analysis," Economics Working Papers ECO2004/12, European University Institute. [Downloadable!]
  8. R. Brüggemann, . "Sources of German Unemployment: A Structural Vector Error Correction Analysis," Sonderforschungsbereich 373 2001-19, Humboldt Universitaet Berlin.
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  9. H. Lütkepohl & P. Saikkonen & C. Trenkler, . "Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time," Sonderforschungsbereich 373 2001-63, Humboldt Universitaet Berlin.
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  10. Bernd Droge & Deniz Dilan Karaman Örsal, 2009. "Panel Cointegration Testing in the Presence of a Time Trend," SFB 649 Discussion Papers SFB649DP2009-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  11. Amir Kia, 2005. "Sustainability of the Fiscal Process in Developing Countries- Egypt, Iran and Turkey: A Multicointegration Approach," Carleton Economic Papers 05-08, Carleton University, Department of Economics. [Downloadable!]
  12. H. Lütkepohl & P. Saikkonen & C. Trenkler, . "Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process," Sonderforschungsbereich 373 2000-83, Humboldt Universitaet Berlin.
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