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Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space
Augustyniak, Maciej, Dufays, ArnaudVolume:
170
Language:
english
Journal:
Economics Letters
DOI:
10.1016/j.econlet.2018.06.009
Date:
September, 2018
File:
PDF, 349 KB
english, 2018