Moments of Markov switching models

Allan Timmermann

Journal of Econometrics, 2000, vol. 96, issue 1, 75-111

Date: 2000
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Working Paper: Moments of Markov Switching Models (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:96:y:2000:i:1:p:75-111

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