Regime-switching factor models in which the number of factors defines the regime
| Year of publication: |
2011
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|---|---|
| Authors: | Cordis, Adriana S. ; Kirby, Chris |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 112.2011, 2, p. 198-202
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