A simple method of testing for cointegration subject to multiple regime changes
type: Item
instance of: scholarly article
title: A simple method of testing for cointegration subject to multiple regime changes
zbMATH Open document ID: 1031.91093
DOI: 10.1016/S0165-1765(02)00038-1
author: Vasco J. Gabriel
author: Zacharias Psaradakis
author: Martin Sola
published in: Economics Letters
publication date: 2002-07-31T00:00:00Z
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 1774141
zbMATH Keywords: Cointegration
zbMATH Keywords: Hypothesis testing
zbMATH Keywords: Markov switching
zbMATH Keywords: Standardized residuals
MaRDI profile type: Publication
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full work available at URL: s0165-1765(02)00038-1
OpenAlex ID: W2005310621
description: scientific article; zbMATH DE number 1774141