Conflicts Among Tests For Cointegration Author(s) Allan Gregory Alfred Haug Read more about Conflicts Among Tests For Cointegration
Residual-based Tests For Cointegration In Models With Regime Shifts Author(s) Allan Gregory Bruce E. Hansen Read more about Residual-based Tests For Cointegration In Models With Regime Shifts
Testing For Structural Breaks Author(s) Allan Gregory James M. Nason Read more about Testing For Structural Breaks
