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State-space models with regime switching, classical and Gibbs-sampling approaches with applications, Chang-Jin Kim and Charles R. Nelson

Label
State-space models with regime switching, classical and Gibbs-sampling approaches with applications, Chang-Jin Kim and Charles R. Nelson
Language
eng
Bibliography note
Includes bibliographical references and index
Illustrations
illustrations
Index
index present
Literary Form
non fiction
Main title
State-space models with regime switching
Responsibility statement
Chang-Jin Kim and Charles R. Nelson
Sub title
classical and Gibbs-sampling approaches with applications
Classification

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