Dynamic linear models with Markov-switching

Kim, Chang-Jin . Journal of Econometrics 1994. 60 :1-22

Locate this article in:

Bibtex

@article{CIS-120061,
  Author = {Kim, Chang-Jin},
  Title = {Dynamic linear models with Markov-switching},
  Journal = {Journal of Econometrics},
  Volume = {60},
  Year = {1994},
  Pages = {1--22},
  Keywords = {State space}
}

Similar articles