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Regime-switching factor models in which the number of factors defines the regime

Regime-switching factor models in which the number of factors defines the regime

Adriana S. Cordis; Chris Kirby

作者Adriana S. Cordis; Chris Kirby
卷第112卷
期第2期
印刷ISSN0165-1765
文件大小325.60KB
发表时间2011
DOI10.1016/j.econlet.2011.05.005

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