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Advances in non linear models for time series: methods and applications to economic and financial data

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Figure

Table 2.1: Simulation patterns for π 00,t and π 11,t
Table 2.3: Simulation results II: forecast precision measures
Table 2.4: Simulation results III: filtered transition probabilities
Figure 2.1: U.S. Industrial Production (monthly, seasonally adjusted) and percentage growth rates (log-differences ×100)
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