TY  - BOOK
AU  - Kim,Chang-Jin
AU  - Nelson,Charles R.
TI  - State-space models with regime switching : : classical and Gibbs-sampling approaches with applications / 
SN  - 9780262112383
U1  - 330.015195 21
PY  - 1999///
CY  - Cambridge : 
PB  - MIT Press, 
KW  - Modelos econométricos
KW  - Muestreo (Estadística)
N1  - Incluye bibliografías e índice; 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
ER  -