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The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp - MaRDI portal

The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp

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Publication:78590

DOI10.1002/JAE.3950070506MaRDI QIDQ78590

B. E. Hansen

Publication date: December 1992

Published in: Journal of Applied Econometrics (Search for Journal in Brave)






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