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Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift

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Author Info
Pentti SAIKKONEN
Helmut LUETKEPOHL
Carsten TRENKLER

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Abstract

In testing for the cointegrating rank of a vector autoregressive (VAR) process it is important to take into account level shifts that have occurred in the sample period. Therefore the properties of estimators of the time period where a shift has taken place are investigated. The possible structural break is modelled as a simple shift in the level of the process. Three alternative estimators for the break date are considered and their asymptotic properties are derived under various assumptions regarding the size of the shift. In particular, properties of the shift date estimator are obtained under the assumption of an increasing or decreasing size of the shift when the sample size grows. Moreover, the implications for testing the cointegrating rank of the process are explored. A new rank test is proposed and its asymptotic properties are derived. It is shown that its asymptotic null distribution is una®ected by the level shift. The performance of the shift date estimators and the cointegration rank tests in small samples is investigated by simulations.

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Paper provided by European University Institute in its series Economics Working Papers with number ECO2004/21.

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Date of creation: 2004
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Handle: RePEc:eui:euiwps:eco2004/21

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Related research
Keywords: Cointegration; Cointegrating rank test; Structural break; Vector autoregressive process; Error correction model;

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Find related papers by JEL classification:
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions

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  1. Kirstin Hubrich & Helmut Lütkepohl & Pentti Saikkonen, 2001. "A Review Of Systems Cointegration Tests," Econometric Reviews, Taylor and Francis Journals, vol. 20(3), pages 247-318. [Downloadable!] (restricted)
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  2. Søren Johansen & Rocco Mosconi & Bent Nielsen, 2000. "Cointegration analysis in the presence of structural breaks in the deterministic trend," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 216-249. [Downloadable!]
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  3. Bai, Jushan & Lumsdaine, Robin L & Stock, James H, 1998. "Testing for and Dating Common Breaks in Multivariate Time Series," Review of Economic Studies, Blackwell Publishing, vol. 65(3), pages 395-432, July. [Downloadable!] (restricted)
  4. Inoue, Atsushi, 1999. "Tests of cointegrating rank with a trend-break," Journal of Econometrics, Elsevier, vol. 90(2), pages 215-237, June. [Downloadable!] (restricted)
  5. Helmut Lütkepohl & Pentti Saikkonen & Carsten Trenkler, 2004. "Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time," Econometrica, Econometric Society, vol. 72(2), pages 647-662, 03. [Downloadable!] (restricted)
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