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Multivariate Jacobi process with application to smooth transitions

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  • Gourieroux, Christian
  • Jasiak, Joann

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  • Gourieroux, Christian & Jasiak, Joann, 2006. "Multivariate Jacobi process with application to smooth transitions," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 475-505.
    • Handle: RePEc:eee:econom:v:131:y:2006:i:1-2:p:475-505
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