State-space models with regime switching classical and Gibbs-sampling approaches with applications

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

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Bibliographic Details
Main Author: Kim, Chang-Jin, 1960-
Other Authors: Nelson, Charles R.
Format: eBook
Language:English
Published: Cambridge, Mass. : MIT Press, c1999.
Series:Ebsco e-book purchased.
Subjects:
Economics > Mathematical models.
State-space methods.
Heteroscedasticity.
Sampling (Statistics)
Econometrics.
Markov processes.
Econometric models.
Electronic resources (E-books)
Electronic books.
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
This was purchased from Ebsco with a single user license.
Description
Physical Description:1 online resource (xii, 297 p.) : ill.
Bibliography:Includes bibliographical references and index.
ISBN:0585087164 (electronic bk.)
9780585087160 (electronic bk.)
9780262277761 (electronic bk.)
026227776X (electronic bk.)
Source of Description, Etc. Note:Description based on print version record.

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