State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
- Author
- Chang-Jin Kim, Charles R. Nelson
- Publisher
- The MIT Press
- Language
- English
- Year
- 1999
- Page
- 250
- ISBN
- 0262112388,9780262112383
- File Type
- pdf
- File Size
- 38.4 MiB
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