Skip Nav Destination
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.
Search for other works by this author on:
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.
Search for other works by this author on:
The MIT Press
ISBN electronic:
9780262277112
Publication date:
1999
Book Chapter
3: State-Space Models and the Kalman Filter
-
Published:1999
Citation
1999. "State-Space Models and the Kalman Filter", State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications, Chang-Jin Kim, Daniel C R. Halbert
Download citation file:
You do not currently have access to this chapter.
Sign in
Don't already have an account? Register
Client Account
You could not be signed in. Please check your email address / username and password and try again.
Could not validate captcha. Please try again.