Harris, D., Leybourne, S. J., & Taylor, A. R. (2016). Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point. Elsevier.
Chicago Style (17th ed.) CitationHarris, David, Stephen J. Leybourne, and A.M. Robert Taylor. Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point. Elsevier, 2016.
MLA (9th ed.) CitationHarris, David, et al. Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point. Elsevier, 2016.
Warning: These citations may not always be 100% accurate.