State-Space Models with Regime-Switching:
Classical and Gibbs-Sampling Approaches with Applications
by kim & nelson
http://www.econ.washington.edu/user/cnelson/markov/prgmlist.htm
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最佳答案State-Space Models with Regime-Switching:
Classical and Gibbs-Sampling Approaches with Applications
by kim & nelson
http://www.econ.washington.edu/user/cnelson/markov/prgmlist.htm
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