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Model performance between linear vector autoregressive and Markov switching vector autoregressive models on modelling structural change in time series data
Journal
2015 International Symposium on Mathematical Sciences and Computing Research (iSMSC)
Date Issued
2015-05
Author(s)
Phoong Seuk Wai
Sek Siok Kun
Mohd Tahir Ismail
Samsul Ariffin
Abdul Karim
DOI
10.1109/ISMSC.2015.7594083
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Checksum
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