"Kim, Chang-Jin" <br/><br/>
State space models with regime switching  classical and gibbs-sampling approaches with applications 

 - Cambridge  MIT Press  c1999 
 - "xii,297p. : ill. ;23.5cm." 
<br/><br/> includes index 
<br/><br/><label>ISBN: </label>0262112388 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics<br/>Economics--Mathematical models<br/>Heteroscedasricity<br/>Sampling (Statistics)<br/>State-space methods