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Frequentist forecasting in regime-switching models with extended Hamilton filter

Fuente: arXiv
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Bibliographic Details
Main Authors: Okuyama, Kento, Schaffland, Tim Fabian, Kilian, Pascal, Brandt, Holger, Kelava, Augustin
Format: Preprint
Published: 2025
Subjects:
Methodology
62M10 (Primary) 60G35, 62M05 (Secondary)
Online Access:
Acceder al recurso
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