Regime switching with time-varying transition probabilities
By: Francis X. Diebold, Joon-Haeng Lee, Gretchen C. Weinbach.
Contributors: Lee, Joon-Haeng.; Weinbach, Gretchen C.
Series: Economic research working paper series / Federal Reserve Bank of Philadelphia, Economic Research Division -- no.12; Economic research working paper (Federal Reserve Bank of Philadelphia, Economic Research Division) -- no.12.
Publisher: Federal Reserve Bank of Philadelphia, Economic Research Division
Published: 1993
Place of publication: Philadelphia
Language: eng