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  Goodness-of-fit tests for Markov Switching VAR models using spectral analysis
 
 
Title: Goodness-of-fit tests for Markov Switching VAR models using spectral analysis
Author: Cavicchioli, Maddalena
Appeared in: Journal of statistical planning and inference
Paging: Volume 219 () nr. C pages 189-203
Year: 2022
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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