OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550)

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OLS estimation of Markov switching VAR models: asymptotics and application to energy use
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    OLS estimation of Markov switching VAR models: asymptotics and application to energy use (English)
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    9 December 2021
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    Markov switching VAR model
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    OLS estimator
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    asymptotic covariance matrix
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    energy use
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    economic growth
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