Residual-Based Tests for Cointegration in Models with Regime Shifts.
| Year of publication: |
1992
|
|---|---|
| Authors: | Gregory, A.W. ; Hansen, B.E. |
| Institutions: | University of Rochester - Center for Economic Research (RCER) |
| Subject: | econometrics | economic models | cointegration |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 32 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005698147