State - space models with regime switching classical and Gibbs - sampling approaches with applications

State - space models with regime switching classical and Gibbs - sampling approaches with applications

Dades bibliogràfiques
Autor principal: Kim, Chang-Jim
Altres autors: Nelson, Charles R.
Format: Llibre
Idioma:English
Publicat: Cambridge, Mass. MIT Press c1999.
Matèries:
Economics > Mathematical models.
Econometrics.
Heterosadaticity.
Sampling (Statistics).
State-space methods.