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~isPartOf:"Computational economics"
~isPartOf:"EUI working paper / ECO"
~person:"Leybourne, Stephen James"
~person:"Lütkepohl, Helmut"
~subject:"Markov chain"
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Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
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2011
Persistent link: https://www.econbiz.de/10009008157
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