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State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
By
Chang-Jin Kim,
Chang-Jin Kim
Chang-Jin Kim is Bryan C. Cressey Professor in the Department of Economics at the University of Washington.
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Daniel C R. Halbert
Daniel C R. Halbert
Charles Nelson is Ford and Louisa Van Voorhis Professor in the Department of Economics at the University of Washington.
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The MIT Press
ISBN electronic:
9780262277112
Publication date:
1999
Book Chapter
5: State-Space Models with Markov Switching
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Published:1999
Citation
1999. "State-Space Models with Markov Switching", State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications, Chang-Jin Kim, Daniel C R. Halbert
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