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
  • Publisher: The MIT Press

$70.00

  • Hardcover
  • 9780262112383
  • Published: May 13, 1999
  • Publisher: The MIT Press

$75.00