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State-Space Models with Regime Switching

Classical and Gibbs-Sampling Approaches with Applications
By Chang-Jin Kim and Charles R. Nelson
$66.00
$66.00

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Specifications

Hardcover

  • Pages: 312p.
  • Dimensions: 6 x 9 inches
  • Publication Date: May 13, 1999
  • Distributor: The MIT Press
  • ISBN: 9780262112383
  • ISBN10: 0262112388