"Statistical analysis of Markov switching vector autoregression models with ..."

Maddalena Cavicchioli (2023)

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DOI: 10.1016/J.JMVA.2023.105164

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type: Journal Article

metadata version: 2024-02-29

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Maddalena Cavicchioli:
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables. J. Multivar. Anal. 196: 105164 (2023)

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