A simple and fast method of regime shifts detection based on kernel density estimation
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- Mishkin, Frederic S., 1981.
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Cahiers de recherche
9125, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche 9125, Universite de Montreal, Departement de sciences economiques.
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