Goodness-of-fit tests for Markov Switching VAR models using spectral analysis
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Publication:2123263
DOI10.1016/j.jspi.2021.12.008OpenAlexW4200582708MaRDI QIDQ2123263
Publication date: 8 April 2022
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2021.12.008
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