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October 19, 2007EconometricaOpen Access

Testing for Regime Switching

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Authors

JCJin Seo ChoHWHalbert WhiteUniversity of California, San Diego

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Cho et al. (2007) studied this question.

synapsesocial.com/papers/6a088dfa113ba5b476de44bbhttps://doi.org/10.1111/j.1468-0262.2007.00809.x
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