Research Catalog
State-space models with regime switching : classical and Gibbs-sampling approaches with applications
- Title
- State-space models with regime switching : classical and Gibbs-sampling approaches with applications / Chang-Jin Kim and Charles R. Nelson.
- Author
- Kim, Chang-Jin, 1960-
- Publication
- Cambridge, Mass. : MIT Press, c1999.
Items in the Library & Off-site
Filter by
1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | JBE 99-1646 | Offsite |
Details
- Additional Authors
- Nelson, Charles R.
- Description
- xii, 297 p. : ill.; 24 cm.
- Subject
- Bibliography (note)
- Includes bibliographical references and index.
- Call Number
- JBE 99-1646
- ISBN
- 0262112388 (alk. paper)
- LCCN
- 98044193
- OCLC
- 39897352
- Author
- Kim, Chang-Jin, 1960-
- Title
- State-space models with regime switching : classical and Gibbs-sampling approaches with applications / Chang-Jin Kim and Charles R. Nelson.
- Imprint
- Cambridge, Mass. : MIT Press, c1999.
- Bibliography
- Includes bibliographical references and index.
- Added Author
- Nelson, Charles R.
- Research Call Number
- JBE 99-1646