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

Authors
Forbes, CS Shami, RG
Citation
Cs. Forbes et Rg. Shami, State space models with regime switching: Classical and Gibbs-sampling approaches with applications, ECON REC, 76(232), 2000, pp. 105-105
Citations number
1
Categorie Soggetti
Economics
Journal title
ECONOMIC RECORD
ISSN journal
00130249 → ACNP
Volume
76
Issue
232
Year of publication
2000
Pages
105 - 105
Database
ISI
SICI code
0013-0249(200003)76:232<105:SSMWRS>2.0.ZU;2-4