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Markov-Switching Three-Pass Regression Filter

Journal of Business and Economic Statistics- United Kingdom

doi 10.1080/07350015.2018.1497508

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Abstract

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Categories

EconomicsProbabilityUncertaintySocial SciencesStatisticsEconometrics

Date

October 16, 2018

Authors

Pierre GuérinDanilo Leiva-LeonMassimiliano Marcellino

Publisher

Informa UK Limited


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