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Sparse change‐point VAR models
Dufays, Arnaud
;
Li, Zhuo
;
Rombouts, Jeroen V.K.
;
Song, Yong
- In:
Journal of Applied Econometrics
36
(
2021
)
6
,
pp. 703-727
Persistent link: https://www.econbiz.de/10012632825
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