State-space models with regime switching classical and Gibbs-sampling approach with applications

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Bibliographic Details
Main Author: Kim, Chang-Jin
Other Authors: Nelson, Charles R.
Format: Book
Language:English
Published: Cambridge <The> MIT Press 1999
Subjects:
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020 |a 0-262-11238-8 
041 0 |a eng 
044 |a GB 
245 1 0 |a State-space models with regime switching  |b classical and Gibbs-sampling approach with applications  |c Chang-Jin Kim and Charles R. Nelson 
264 1 |a Cambridge  |b <The> MIT Press  |c 1999 
300 |a 297 s. 
610 2 0 |a metódy ekonometrické 
610 2 0 |a modely matematické 
610 2 0 |a ekonometria 
610 2 0 |a údaje štatistické 
610 2 0 |a programy počítačové 
610 2 0 |a odhady 
100 1 |a Kim, Chang-Jin 
700 1 |a Nelson, Charles R.