Estimating smooth structural change in cointegration models
Work
Year: 2016
Type: article
Source: Journal of Econometrics
Authors Peter C.B. Phillips, Degui Li, Jiti Gao
Institutions University of Southampton, Singapore Management University, University of Auckland, Yale University, University of York +1 more
Cites: 50
Cited by: 51
Related to: 10
FWCI: 9.563
Citation percentile (by year/subfield): 99.99
Domain: Social Sciences
Open Access status: green