Residual-based tests for cointegration in models with regime shifts

Allan W. Gregory () and Bruce E. Hansen ()

Journal of Econometrics, 1996, vol. 70, issue 1, pages 99-126

Date: 1996
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Related works:
Working Paper: Residual-Based Tests for Cointegration in Models with Regime Shifts (1992)
Working Paper: Residual-Based Tests for Cointegration in Models with Regime Shifts (1992)
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