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Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output

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Author Info
Ashley, Richard A.
Patterson, Douglas M.

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File URL: http://www.ingentaconnect.com/content/asa/jbes/2006/00000024/00000003/art00002
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Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 24 (2006)
Issue (Month): (July)
Pages: 266-277
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Handle: RePEc:bes:jnlbes:v:24:y:2006:p:266-277

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  1. Paul Alagidede & Theodore Panagiotidis, 2009. "Modelling stock returns in Africa’s emerging equity markets," Discussion Paper Series 2009_01, Department of Economics, University of Macedonia, revised Jan 2009. [Downloadable!]
    Other versions:
  2. Theodore Panagiotidis, 2008. "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series 2008_14, Department of Economics, University of Macedonia, revised Dec 2008. [Downloadable!]
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This page was last updated on 2009-10-27.


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