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A Bayesian approach to testing for Markov-switching in univariate and dynamic factor models
Kim, Chang-jin
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Nelson, Charles R.
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International economic review
42
(
2001
)
4
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pp. 989-1013
Persistent link: https://www.econbiz.de/10001624477
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A Bayesian Approach to Testing for Markov-Switching in Univariate and Dynamic Factor Models
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
International economic review
42
(
2001
)
4
,
pp. 989-1014
Persistent link: https://www.econbiz.de/10006037737
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