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Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching

✍ Scribed by Zacharias Psaradakis; Martin Sola

Book ID: 108432771
Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 134 KB
Volume: 86
Category: Article
ISSN: 0304-4076
DOI: 10.1016/s0304-4076(98)00010-4

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