Residual-based tests for cointegration in models with regime shifts
Allan W. Gregory and Bruce E. Hansen
| Year of publication: |
1992
|
|---|---|
| Authors: | Gregory, Allan W. ; Hansen, Bruce E. |
| Publisher: |
Rochester |
| Subject: | Kointegration | Cointegration | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Extent: | 32 S. : graph. Darst |
|---|---|
| Series: | Rochester Center for Economic Research working paper. - Rochester, NY, ZDB-ID 2171120-3. - Vol. 335 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000846440