A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models
| Year of publication: |
1998-08
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| Authors: | Kim, Chang-Jin ; Nelson, Charles |
| Institutions: | Department of Economics, University of Washington |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005432419