State-Space Models with Regime Switching by ChangJin Kim, Charles R Nelson
| ISBN: | 9780262535502 |
| Publication date: | 3rd November 2017 |
| Author: | ChangJin Kim, Charles R Nelson |
| Publisher: | MIT Press an imprint of MIT Press Ltd |
| Format: | Paperback |
| Pagination: | 312 pages |
| Series: | State-Space Models with Regime Switching |
| Genres: |
Econometrics and economic statistics |