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A latent‐factor‐driven endogenous regime‐switching non‐Gaussian model: Evidence from simulation and application
A latent‐factor‐driven endogenous regime‐switching non‐Gaussian model: Evidence from simulation and application
2020
Ruijun Bu
Jie Cheng
Fredj Jawadi
Keywords:
Economics
Gaussian network model
Endogeneity
Endogeny
regime switching
Econometrics
Correction
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