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Non-Markovian Regime-Switching Models
김창진(고려대학교)
,
김재호(서강대학교)
계량경제학보
, 2023, Vol.34 No.4, 115-148
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Subject
Non-markovian regime switching
,
Markovian regime switching
,
exogenous switching
,
endogenous switching
Publisher
한국계량경제학회
Issued
2023
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Journal
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