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Predicting Markov-switching vector autoregressive processes

Krolzig, H.
Nuffield Coll. Oxford (United Kingdom)

Publication date

January 2000

Abstract

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.9761(no 2000/31) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

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Topics

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British LibraryAgent

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