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

Bibliographic Details
Main Author: Kim, Chang-Jin, 1960-
Corporate Author: NetLibrary, Inc
Other Authors: Nelson, Charles R.
Format: eBook
Language:English
Published: Cambridge, Mass. : MIT Press, [1999]
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Item Description:Electronic resource.
Physical Description:xii, 297 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references and index.
ISBN:0585087164 (electronic bk.)