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Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts

Hans-Martin Krolzig ()

No 1996,25, SFB 373 Discussion Papers from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

Date: 1996
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Working Paper: Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts (1999)
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