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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"International economic review"
~isPartOf:"Staff reports / Federal Reserve Bank of New York"
~person:"Kim, Chang-jin"
~subject:"Bayesian inference"
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A Bayesian approach to testing for Markov-switching in univariate and dynamic factor models
Kim, Chang-jin
;
Nelson, Charles R.
- In:
International economic review
42
(
2001
)
4
,
pp. 989-1013
Persistent link: https://www.econbiz.de/10001624477
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