Kim, Chang-Jin and Nelson, Charles R. <br/><br/>
State space models with regime switching; classical and gibbs-sampling approaches with applications   

 - Massachusetts  MIT Press  1999 
 - xii, 297p. Bibl. Index. 
<br/><br/>  
<br/><br/><label>ISBN: </label>0262112388 
<br/><br/><label>Dewey Class. No.: </label>330.0151  / K49.SS