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Cointegration tests under multiple regime shifts : an application to the stock price-dividend relationship
Gabriel, Vasco J.; Martins, Luís Filipe - In: Empirical economics : a journal of the Institute for … 41 (2011) 3, pp. 639-662
Persistent link: https://www.econbiz.de/10009381348
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Cointegration and the joint confirmation hypothesis
Gabriel, Vasco J. - In: Economics letters 78 (2003) 1, pp. 17-25
Persistent link: https://www.econbiz.de/10001728083
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Tests for the null hypothesis of cointegration : a Monte Carlo comparison
Gabriel, Vasco J. - In: Econometric reviews 22 (2003) 4, pp. 411-435
Persistent link: https://www.econbiz.de/10001843552
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A simple method of testing for cointegration subject to multiple regime changes
Gabriel, Vasco J.; Psaradakis, Zacharias G.; Sola, Martin - In: Economics letters 76 (2002) 2, pp. 213-221
Persistent link: https://www.econbiz.de/10001690295