Tests for Cointegration in Models with Regime and Trend Shifts
| Year of publication: |
1996
|
|---|---|
| Authors: | Gregory, Allan W. ; Hansen, Bruce E. |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 2151595. - Vol. 58.1996, 3, p. 555-560
|