Regime-switching cointegration (Q2687854)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regime-switching cointegration |
scientific article |
Statements
Regime-switching cointegration (English)
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7 March 2023
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Bayesian inference
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cointegration
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Markov switching
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model averaging
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structural breaks
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