1. State-space models with regime switching
Title | State-space models with regime switching : classical and Gibbs-sampling approach with applications |
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Author info | Chang-Jin Kim and Charles R. Nelson |
Author | Kim Chang-Jin |
Co-authors | Nelson Charles R. |
Issue data | Cambridge : The MIT Press , 1999. - 297 s. |
ISBN | 0-262-11238-8 |
Document kind | monographs |
Language | English |
Country of Edition | Great Britain |
systematics | 330.43 - Ekonometria |
Keywords | metódy ekonometrické * modely matematické * ekonometria * údaje štatistické * programy počítačové * odhady |
Database | BOOKS |
Copy count | 1, currently available 0, at library only 0 |
Call number | 818793 |