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Specification testing of Markov switching models

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Breunig, Robert; Najarian, S; Pagan, Adrian

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CollectionsANU Research Publications
Date published: 2003
Type: Journal article
URI: http://hdl.handle.net/1885/40696
http://digitalcollections.anu.edu.au/handle/1885/40696
Source: Oxford Bulletin of Economics and Statistics
DOI: 10.1046/j.0305-9049.2003.00093.x

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