STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS (Q4319847): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.1994.tb00208.x
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+W2124700543
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+Q5631860
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+Sampling-Based Approaches to Calculating Marginal Densities
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Analysis of time series subject to changes in regime
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+Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series
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+The Calculation of Posterior Distributions by Data Augmentation
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