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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 95, 2023 - Issue 8
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Research Article

Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends

Pages 1488-1509 | Received 11 May 2022, Accepted 13 Jun 2023, Published online: 27 Jun 2023

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