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)
Pages: 32 pages
Date: 1992
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Citations: View citations in EconPapers (17)

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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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