@article{econhot_econhot-cited-a10a52a87988acbe, title = {Residual-based tests for cointegration in models with regime shifts}, author = {Allan W. Gregory and Bruce E. Hansen}, journal = {Journal of Econometrics}, year = {1996}, volume = {70}, number = {1}, pages = {99-126}, doi = {10.1016/0304-4076(69)41685-7}, url = {https://doi.org/10.1016/0304-4076(69)41685-7} }