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. ISBN: 0262112388 (alk. paper) Subjects--Topical Terms: EconomicsState-space methods.Heteroscedasticity.Sampling (Statistics)Econometrics. Dewey Class. No.: 330 MIT 1999 A066 Or.