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Mean reversion in equilibrium asset prices. Cecchetti S G,Lam P,Mark N C. The American Economist . 1990
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Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching. Psaradakis Z,Sola M. Journal of Econometrics . 1998
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A new approach to the economic analysis of nonstationary time series and the business cycle. Hamilton J D. Econometrica . 1989
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Long swings in the dollar are they in the data and do the markets know it ?. Engel C,Hamilton J D. The American Economist . 1990