# State-Space Models with Regime Switching

Canonical: https://www.bookquiver.com/chang-jin-kim/state-space-models-with-regime-switching

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- Authors: [Chang-Jin Kim](https://www.bookquiver.com/chang-jin-kim), [Charles R. Nelson](https://www.bookquiver.com/charles-r-nelson)
- Language: en_US
- Published: 2017-11-03

## Description

Both state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents recent advances in econometric methods that...

## Editions

### State-Space Models with Regime Switching

- Publisher: the_mit_press
- ISBN: 978-02-6253-550-2
- Pages: 311
- Published: 2017-11-03
- Language: en_US