State-space models with regime switching : classical and Gibbs-sampling approaches with applications /Chang-Jin Kim

By: Kim, Chang-Jin ; Nelson, Charles RMaterial type: TextTextPublisher number: International Book Distributors | ;Flat No.17, Prakash Apartments, 5 Ansari Road, Daryaganj New Delhi Publication details: Cambridge, Mass. : MIT Press , ©1999Description: xii, 297 pages : illustrations ; 24 cmISBN: 9780262112383Genre/Form: Sampling (Statistics) | ;State-space methods | ;Econometrics | ;Heteroscedasticity | ;Econometric modelsDDC classification: 330.015118 KIM
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330.015118 KIM (Browse shelf(Opens below)) Available 23180
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