# State-Space Models with Regime Switching

Canonical: https://www.bookquiver.com/chang-jin-kim/state-space-models-with-regime-switching/9780262535502

![State-Space Models with Regime Switching](https://quivercdn.com/covers/the-mit-press/chang-jin-kim/state-space-models-with-regime-switching_978-02-6253-550-2.jpg?v=2026-06-10%2018%3A50%3A44)

- Book: [State-Space Models with Regime Switching](https://www.bookquiver.com/chang-jin-kim/state-space-models-with-regime-switching) ([State-Space Models with Regime Switching.md](https://www.bookquiver.com/chang-jin-kim/state-space-models-with-regime-switching.md))
- Authors: [Chang-Jin Kim](https://www.bookquiver.com/chang-jin-kim), [Charles R. Nelson](https://www.bookquiver.com/charles-r-nelson)
- Publisher: the_mit_press
- ISBN: 978-02-6253-550-2
- Pages: 311
- Published: 2017-11-03
- Language: en_US
- Binding: Softcover

## 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...