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Regime-switching cointegration

Lookup NU author(s): Dr Markus Jochmann

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Author(s): Jochmann M, Koop G

Publication type: Article

Publication status: Published

Journal: Studies in Nonlinear Dynamics & Econometrics

Year: 2015

Volume: 19

Issue: 1

Pages: 35-48

Print publication date: 01/02/2015

Online publication date: 28/02/2014

Acceptance date: 01/01/1900

ISSN (print): 1081-1826

ISSN (electronic): 1558-3708

Publisher: Walter de Gruyter GmbH

URL: http://dx.doi.org/10.1515/snde-2012-0064

DOI: 10.1515/snde-2012-0064

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