Bayesian inference for periodic regime-switching models

Journal of Applied Econometrics

Volumn 13, Issue 2, 1998, Pages 129-143

  Ghysels, Eric ^a,b   Mcculloch, Robert E ^c   Tsay, Ruey S ^c  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

^b Ctr Interuniv Rech Analyse Org   (Canada)

^c UNIVERSITY OF CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032366065     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1255(199803/04)13:2<129::AID-JAE466>3.0.CO;2-2     Document Type: Article

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