Kim, C., & Nelson, C. R. (2012). State-space Models With Regime Switching: Classical and Gibbs-sampling Approaches With Applications. MIT Press.
Chicago Style CitationKim, Chang-Jin, and Charles R. Nelson. State-space Models With Regime Switching: Classical and Gibbs-sampling Approaches With Applications. MIT Press, 2012.
MLA CitationKim, Chang-Jin, and Charles R. Nelson. State-space Models With Regime Switching: Classical and Gibbs-sampling Approaches With Applications. MIT Press, 2012.
Warning: These citations may not always be 100% accurate.