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Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wróblewska, Justyna, Kwiatkowski, Łukasz
Format:	Preprint
Published:	2024
Subjects:	Econometrics
Online Access:	Acceder al recurso
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