State-space models with regime switching classical and Gibbs-sampling approaches with applications
Record details
- ISBN: 0585087164 (electronic bk.) :
- ISBN: 0262112388 (alk. paper)
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Physical Description:
electronic
computer file
remote
xii, 297 p. : ill. ; 24 cm. - Publisher: Cambridge, Mass. : MIT Press, c1999.
Content descriptions
Bibliography, etc. Note: | Includes bibliographical references and index. |
Reproduction Note: | Electronic reproduction. Boulder, Colo. : NetLibrary, 2000. Available via World Wide Web. Access may be limited to NetLibrary affiliated libraries. |
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Subject: | Economics -- Mathematical models State-space methods Heteroscedasticity Sampling (Statistics) Econometrics |
Genre: | Electronic books. |