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jae_92m

于 2014-01-03 发布 文件大小:10KB
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下载积分: 1 下载次数: 4

代码说明:

  This is a matlab program. It will implement the estimation and testing procedures for a Markov switching parameter model as presented in B. Hansen "The likelihood ratio test under non-standard conditions: Testing the Markov trend model of GNP."

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