On the relationship between Markov Switching inference and Fuzzy Clustering: A Monte Carlo evidence
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Keywords
Number of states; Nuisance parameters; Markov chains; Groups identification; Simulations;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2023-05-15 (Econometrics)
- NEP-ETS-2023-05-15 (Econometric Time Series)
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