Author:
Gregory Allan W.,Hansen Bruce E.
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Reference7 articles.
1. ‘Residual-Based Tests for Cointegration in Models with Regime Shifts’;Gregory;Journal of Econometrics,1996
2. ‘Testing for Structural Breaks in Cointegrated Relationships’;Gregory;Journal of Econometrics,1996
3. ‘Tests for Parameter Instability in Regressions with I(1) Processes’;Hansen;Journal of Business and Economic Statistics,1992
4. ‘Time Series Regression with a Unit Root’;Phillips;Econometrica,1987
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331 articles.
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