State space models with regime switching classical and gibbs-sampling approaches with applications
"Kim, Chang-Jin"
State space models with regime switching classical and gibbs-sampling approaches with applications - Cambridge MIT Press c1999 - "xii,297p. : ill. ;23.5cm."
includes index
0262112388
Econometrics
Economics--Mathematical models
Heteroscedasricity
Sampling (Statistics)
State-space methods
State space models with regime switching classical and gibbs-sampling approaches with applications - Cambridge MIT Press c1999 - "xii,297p. : ill. ;23.5cm."
includes index
0262112388
Econometrics
Economics--Mathematical models
Heteroscedasricity
Sampling (Statistics)
State-space methods