Residual-based tests for cointegration in models with regime shifts
| Year of publication: |
1996
|
|---|---|
| Authors: | Gregory, Allan W. ; Hansen, Bruce E. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 70.1996, 1, p. 99-126
|
| Publisher: |
Elsevier |