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Markov-switching vector autoregressions : Modelling, statistical inference and application to business cycle analysis / Hans-Martin Krolzig

By: Material type: TextTextSeries: Lecture notes in economics and mathematical systems ; 454Publication details: Berlin Springer-Verlag 1997Description: xiv, 357p;pbkISBN:
  • 9783540630739
Subject(s): DDC classification:
  • 338.542 20 KRO
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