State space models with regime switching; classical and gibbs-sampling approaches with applications
Kim, Chang-Jin and Nelson, Charles R.
State space models with regime switching; classical and gibbs-sampling approaches with applications - Massachusetts MIT Press 1999 - xii, 297p. Bibl. Index.
0262112388
330.0151 / K49.SS
State space models with regime switching; classical and gibbs-sampling approaches with applications - Massachusetts MIT Press 1999 - xii, 297p. Bibl. Index.
0262112388
330.0151 / K49.SS
