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- W1578898906 abstract "ghansen performs the Gregory-Hansen test for cointegration with regime shifts (structural breaks) proposed in Gregory and Hansen (1996) The test's null hypothesis is no cointegration against the alternative of cointegration with a single shift at an unknown point in time." @default.
- W1578898906 created "2016-06-24" @default.
- W1578898906 creator A5058133910 @default.
- W1578898906 date "2013-09-30" @default.
- W1578898906 modified "2023-09-27" @default.
- W1578898906 title "GHANSEN: Stata module to perform Gregory-Hansen test for cointegration with regime shifts" @default.
- W1578898906 hasPublicationYear "2013" @default.
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