Residual-Based Tests for Cointegration in Models with Regime Shifts
Allan Gregory () and
Bruce Hansen ()
RCER Working Papers from University of Rochester - Center for Economic Research (RCER)
Keywords: econometrics; economic models; cointegration (search for similar items in EconPapers)
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Journal Article: Residual-based tests for cointegration in models with regime shifts (1996)
Working Paper: Residual-based Tests For Cointegration In Models With Regime Shifts (1992)
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Persistent link: https://EconPapers.repec.org/RePEc:roc:rocher:335
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