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Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes
Gourieroux, Christian, (2021)
Microinformation, Nonlinear Filtering and Granularity
Gagliardini, Patrick, (2010)
Pitfalls in the Estimation of Continuous Time Interest Rate Models : The Case of the CIR Model
GOURIEROUX, Christian, (2013)