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

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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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