Kim, Chang-Jin,
State-space models with regime switching : classical and Gibbs-sampling approaches with applications / - Cambridge, Mass. : MIT Press, c1999. - xii, 297 p. : ill. ; 24 cm.
0262112388 (alk. paper)
Economics
State-space methods.
Heteroscedasticity.
Sampling (Statistics)
Econometrics.
330 MIT 1999 A066 Or.
State-space models with regime switching : classical and Gibbs-sampling approaches with applications / - Cambridge, Mass. : MIT Press, c1999. - xii, 297 p. : ill. ; 24 cm.
0262112388 (alk. paper)
Economics
State-space methods.
Heteroscedasticity.
Sampling (Statistics)
Econometrics.
330 MIT 1999 A066 Or.