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Search - State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications

State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
StateSpace Models with Regime Switching Classical and GibbsSampling Approaches with Applications
Author: Chang-Jin Kim, Charles R. Nelson
ISBN-13: 9780262112383
ISBN-10: 0262112388
Publication Date: 5/7/1999
Pages: 250
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Publisher: The MIT Press
Book Type: Hardcover
Members Wishing: 0
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