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State-space models with regime switc...

Kim, Chang-Jin, (1960-)

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

Record Type:	Language materials, printed : Monograph/item
Title/Author:	State-space models with regime switching :Chang-Jin Kim and Charles R. Nelson.
Reminder of title:	classical and Gibbs-sampling approaches with applications /
Author:	Kim, Chang-Jin,
other author:	Nelson, Charles R.
Published:	Cambridge, Mass. :MIT Press,c1999.
Description:	xii, 297 p. :ill. ;24 cm.
Subject:	EconomicsMathematical models.
ISBN:	0262112388 :

State-space models with regime switching :classical and Gibbs-sampling approaches with applications /
Kim, Chang-Jin,1960-

State-space models with regime switching :classical and Gibbs-sampling approaches with applications /Chang-Jin Kim and Charles R. Nelson. - Cambridge, Mass. :MIT Press,c1999. - xii, 297 p. :ill. ;24 cm.

Includes bibliographical references and index.

ISBN: 0262112388 :NT$1723

LCCN: 98044193 Subjects--Topical Terms:

182938
Economics
--Mathematical models.

LC Class. No.: HB135 / .K515 1999

Dewey Class. No.: 330/.01/5118

State-space models with regime switching :classical and Gibbs-sampling approaches with applications /
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005 19991110180737.0
008 090528s1999 maua b 001 0 eng
010 $a 98044193
020 $a 0262112388 : $c NT$1723
035 $a 00201789
040 $a DLC $c DLC $d DLC
041 $a eng
050 0 0 $a HB135 $b .K515 1999
082 0 0 $2 21 $a 330/.01/5118
100 $a Kim, Chang-Jin, $d 1960- $3 240349
245 1 0 $a State-space models with regime switching : $b classical and Gibbs-sampling approaches with applications / $c Chang-Jin Kim and Charles R. Nelson.
260 $a Cambridge, Mass. : $c c1999. $b MIT Press,
300 $a xii, 297 p. : $b ill. ; $c 24 cm.
504 $a Includes bibliographical references and index.
650 $a Economics $x Mathematical models. $3 182938
650 $a State-space methods. $3 224122
650 $a Heteroscedasticity. $3 205434
650 $a Sampling (Statistics) $3 182291
650 $a Econometrics. $3 182271
700 $a Nelson, Charles R. $3 240348