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My bibliography Save this articleJoint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching
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DOI: 10.1111/j.1467-9892.2006.00487.x
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- Chang-Jin Kim & Charles R. Nelson, 1999. "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262112388, December.
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