Testing for two-regime threshold cointegration in vector error-correction models
| Year of publication: |
2002
|
|---|---|
| Authors: | Hansen, Bruce E. ; Seo, Byeongseon |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 110.2002, 2, p. 293-318
|
| Publisher: |
Elsevier |