Markov-Switching MIDAS Models
Year of publication: |
2013
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Authors: | Gurin, Pierre ; Marcellino, Massimiliano |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 31.2013, 1 (1.1.), p. 45-56
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