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State-space models with regime switching: Classical and Gibb by
Material type: Text Text
Publication details: Cambridge Cambridge Uni Pr 1999
Availability: Items available for loan: IGIDR (1)Collection, call number: 330.015118/KIM.

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2.
Dynamic Linear Models With Markov-Switching by Series:
Material type: Text Text
Publication details: 1992
Availability: Items available for loan: IGIDR (1).

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3.
The long-run U.S/U.K. real exchange rate by Series: Working paper
Material type: Text Text
Publication details: Cambridge, MA NBER 1996
Availability: Items available for loan: IGIDR (1)Collection, call number: WP 5777.

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4.
Testing for mean reversion in hetero skedastic data based on Gibbs-sampling-augmented randomization by Series: IER Discussion Paper series
Material type: Text Text
Publication details: Washington IER 1996
Availability: Items available for loan: IGIDR (1)Collection, call number: IER DP 96-11.

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5.
The long-run U.S./U.K. real exchange rate by Series: IER Discussion Paper series
Material type: Text Text
Publication details: Washington IER 1996
Availability: Items available for loan: IGIDR (1)Collection, call number: IER DP 96-14.

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6.
Friedman's plucking model of business fluctuations: tests and estimates of permanent and transitory components by Series: IER Discussion Paper series
Material type: Text Text
Publication details: Seattle University of Washington 1997
Availability: Items available for loan: IGIDR (1)Collection, call number: IER DP 97-06.

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7.
Testing for mean reversion in heteroskedastic data II: autoregression tests based on Gibbs-Sampling-Augmented Randomization by Series: IER Discussion Paper series
Material type: Text Text
Publication details: Washington IER 1997
Availability: Items available for loan: IGIDR (1)Collection, call number: IER DP 97-07.

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