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文件名称:jae_92
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This is a GAUSS 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."
-This is a GAUSS 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."
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."
-This is a GAUSS 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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下载文件列表
GNP82.DAT
MARKOVM.PRG
MARKOVP.PRG
MARKOVM.PRG
MARKOVP.PRG
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