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    State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications (MIT Press)

     
    From Chang-Jin Kim
    Only 1 items left in stock
    State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications (MIT Press)

    Description

    Both state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents advances in econometric methods that make feasible the estimation of models that have both features.

    Product details

    EAN/ISBN:
    9780262112383
    Medium:
    Bound edition
    Number of pages:
    312
    Publication date:
    1999-05-13
    Publisher:
    State-Space Models With Regime Switching
    EAN/ISBN:
    9780262112383
    Medium:
    Bound edition
    Number of pages:
    312
    Publication date:
    1999-05-13
    Publisher:
    State-Space Models With Regime Switching

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