Testing for two-regime threshold cointegration in vector error-correction models

Bruce E. Hansen () and Byeongseon Seo

Journal of Econometrics, 2002, vol. 110, issue 2, pages 293-318

Date: 2002
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Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

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