PRACTITIONERS CORNER: Tests for Cointegration in Models with Regime and Trend Shifts
Allan W. Gregory; Bruce E. Hansen
- 作者Allan W. Gregory; Bruce E. Hansen
- 卷第58卷
- 期第3期
- 印刷ISSN0305-9049
- 电子ISSN1468-0084
- 文件大小70.40KB
- 发表时间1996
- DOI10.1111/j.1468-0084.1996.mp58003008.x
- 页码555-560