StateSpace Models with Regime Switching
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A Paperback by Chang-Jin Kim, Charles R. Nelson
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Publisher: Penguin Random House LLC
Publication Date: Publication Date: 11/3/2017 12:00:00 AM
ISBN13: 9780262535502, 978-0262535502
ISBN10: 0262535505
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Econometrics and economic statistics
Econometrics and economic statistics