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Markov-switching model selection using Kullback-Leibler divergence
Smith, Aaron
;
Naik, Prasad A.
;
Tsai, Chih-Ling
- In:
Journal of Econometrics
134
(
2006
)
2
,
pp. 553-577
Persistent link: https://www.econbiz.de/10005228863
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