TY - JOUR TI - Residual-based tests for cointegration in models with regime shifts AU - Allan W. Gregory AU - Bruce E. Hansen JO - Journal of Econometrics PY - 1996 VL - 70 IS - 1 DO - 10.1016/0304-4076(69)41685-7 UR - https://doi.org/10.1016/0304-4076(69)41685-7 ER -