On The Determination Of The Number Of Regimes In Markov‐Switching Autoregressive Models
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DOI: 10.1111/1467-9892.00305
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- Zacharias Psaradakis & Nicola Spagnolo, 2002. "On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models," Computing in Economics and Finance 2002 83, Society for Computational Economics.
References listed on IDEAS
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