A simple method of testing for cointegration subject to multiple regime changes
| Year of publication: |
2002
|
|---|---|
| Authors: | Gabriel, Vasco J. ; Psaradakis, Zacharias ; Sola, Martin |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 76.2002, 2, p. 213-221
|
| Publisher: |
Elsevier |