Book review

James Hamilton

Econometric Reviews, 2000, vol. 19, issue 1, 135-137

Abstract: State-Space Models with Regime Switching by Chang-Jin Kim and Charles R. Nelson. Pp. 250. Cambridge, Massachnsetts: MIT Press, 1999. ($40.00 cloth) WEB INFOR~UATION: http://mitpress.mit.edu/book-home.tcl?isbn=0262l123.

Date: 2000
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DOI: 10.1080/07474930008800463

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