A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models

Chang-Jin Kim () and Charles Nelson

Working Papers from University of Washington, Department of Economics

Date: 1998-08
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Citations: View citations in EconPapers (4)

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Related works:
Journal Article: A Bayesian Approach to Testing for Markov-Switching in Univariate and Dynamic Factor Models (2001)
Working Paper: A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models (1999)
Working Paper: A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models (1999)
Working Paper: A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models (1998)
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