Kim, Chang-Jin <br/><br/>
State-space models with regime switching :   classical and Gibbs-sampling approaches with applications /  
Chang-Jin Kim and Charles R. Nelson. 
 - Cambridge :   MIT Press,   1999. 
 - xii, 297 páginas ;   23 cm. 
<br/><br/>Incluye bibliografías e índice. 
<br/><br/>I: The classical approach -; 2. The maximum likelihood estimation method : practical issues ; 3. State-Space models and the Kalman filter ; 4. Markov-Switching models ; 5. State-Space models with Markov Switching ; 6. State-Space models with heteroskedastic disturbances -- II: The Gibbs-Sampling approach ; 7. An introduction to Bayesian inference and Gibbs-Sampling ; 8. State-Space models and Gibbs-Sampling ; 9. Markov- Switching models and Gibbs-Sampling ; 10. State-Space models with Markov Switching and Gibbs-Sampling ; 11. Gibbs-Sampling and parameter uncertainty : testing for mean reversion in heteroskedastic data. 
<br/><br/><label>ISBN: </label>9780262112383 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Modelos econométricos<br/>Muestreo (Estadística)
<br/><br/><label>Dewey Class. No.: </label>330.015195  / K45s