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. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 70.1996, 1, p. 99-126
|