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~isPartOf:"Econometric theory"
~person:"Yang, Minxian"
~subject:"ARCH model"
~subject:"Spieltheorie"
~subject:"VAR-Modell"
~subject:"Zeitreihenanalyse"
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Econometric theory
Discussion paper / School of Economics, The University of New South Wales
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Some properties of vector autoregressive processes with Markov-switching coefficients
Yang, Minxian
- In:
Econometric theory
16
(
2000
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10001568488
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