State-Space Models with Regime Switching

State-Space Models with Regime Switching

Classical and Gibbs-Sampling Approaches with Applications

by Chang-Jin Kim and Daniel C R. Halbert

312 pp., 6 x 9 in,

  • Paperback
  • 9780262535502
  • Published: November 3, 2017

$60.00

  • Hardcover
  • 9780262112383
  • Published: May 13, 1999

$75.00