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University of Houston - FALL 2010 | ||
Section 34250 | ||
 | State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications (1st Edition) by Chang-Jin Kim, Charles R. Nelson, Nelson Kim Hardcover, 250 Pages, Published 1999 ISBN-10: 0-262-11238-8 / 0262112388 ISBN-13: 978-0-262-11238-3 / 9780262112383 Both state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents recent advances in econometric methods that make feasible the estimation of models that ha | |