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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: eBook
Language:English
Published: Cambridge, Mass. : MIT Press, ©1999.
Subjects:
Economics > Mathematical models.
State-space methods.
Heteroscedasticity.
Sampling (Statistics)
Econometrics.
Markov processes.
Econometric models.
ECONOMICS/General
Electronic books.
Online Access:Connect to the full text of this electronic book
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by Kim, Chang-Jin, 1960-
Published 1999
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