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Simulation estimation of dynamic switching regression and dynamic disequilibrium models -- some Monte Carlo results

Lung-Fei Lee

Journal of Econometrics, 1997, vol. 78, issue 2, 179-184

Date: 1997
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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