Structural vector autoregressions with Markov switching (Q846505)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural vector autoregressions with Markov switching |
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Structural vector autoregressions with Markov switching (English)
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9 February 2010
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cointegration
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Markov regime switching model
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vector error correction model
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structural vector autoregression
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