Long Memory and Regime Switching
收藏NBER2000-11-01 更新2025-01-04 收录
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https://www.nber.org/papers/t0264
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资源简介：
The theoretical and empirical econometric literatures on long memory and regime switching have evolved largely independently, as the phenomena appear distinct. We argue, in contrast, that they are intimately related, and we substantiate our claim in several environments, including a simple mixture
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美国国家经济研究局创建时间：
2000-11-01
