Spectral density of Markov-switching VARMA models

Spectral density of Markov-switching VARMA models

Cavicchioli, Maddalena
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Volume:
121
Language:
english
Journal:
Economics Letters
DOI:
10.1016/j.econlet.2013.07.022
Date:
November, 2013
File:
PDF, 357 KB
english, 2013
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