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Technical Note to Accompany Markov Regime-Switching Tests: Asymptotic Critical Values Douglas G. Steigerwald and Andrew V. Carter July 22, 2011 In this technical note we present detailed derivations to accompany the cova
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Document Date: 2011-07-22 19:35:56
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Technical Note to Accompany Markov Regime-Switching Tests: Asymptotic Critical Values Douglas G. Steigerwald and Andrew V. Carter July 22, 2011 In this technical note we present detailed derivations to accompany the cova