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Hamilton J, . Analysis of time series subject to changes in regime. J Econom 1990; 45: 39–70.
Kim CJ, . Dynamic linear models with Markov-switching. J Econom 1994; 60: 1–22.
Ochoa C, van Ackere A, . Winners and losers of market coupling. Energy 2015; 80: 522–534.
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