State-space models with regime switching : classical and Gibbs-sampling approaches with applications /

Bibliographic Details
Main Author:	Kim, Chang-Jin, 1960-
Other Authors:	Nelson, Charles R.
Format:	Book
Language:	English
Published:	Cambridge, Mass. : MIT Press, [1999]
Subjects:	Economics > Mathematical models. State-space methods. Heteroscedasticity. Sampling (Statistics) Econometrics. Markov processes. Econometric models.

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