Dynamic linear models with Markov-switching
By: by Chang-Jin Kim.
Series: Working paper series / Dept. of Economics, York University -- no. 91-8; Working paper series (York University (Toronto, Ont.). Dept. of Economics) -- 91-8
Publisher: York University, Dept. of Economics
Published: 1991
Place of publication: Toronto, Ont
Language: eng
Number of pages: 21
Subjects: Markov processes; Probabilities
Notes: Includes bibliographical references.