Dynamic linear models with Markov-switching

Journal of Econometrics

Volumn 60, Issue 1-2, 1994, Pages 1-22

  Kim, Chang Jin ^a,b  

^a Korea University   (South Korea)

^b YORK UNIVERSITY   (Canada)

Author keywords

Basic filtering; Generalized Hamilton model; Markov switching; Smoothing; State space model

Indexed keywords

EID: 0002634803     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(94)90036-1     Document Type: Article

References (34)

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