"Markov switching multiple-equation tensor regressions."

Roberto Casarin, Radu V. Craiu, Qing Wang (2025)

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DOI: 10.1016/J.JMVA.2025.105427

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type: Journal Article

metadata version: 2025-04-08

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Roberto Casarin, Radu V. Craiu, Qing Wang:
Markov switching multiple-equation tensor regressions. J. Multivar. Anal. 208: 105427 (2025)

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