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      Cover image for State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
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      State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications

      Chang-Jin Kim,Charles R. Nelson

      Both state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents advances in econometric methods that make feasible the…

      $211.99

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