Browsing by Author "Sun, Ning"
Now showing items 1-1 of 1
-
A New Regime Switching Model for Econometric Time Series
Sun, Ning (The Graduate School, Stony Brook University: Stony Brook, NY., 1-Aug-11)Ever since the publication of Hamilton's (1989) seminal work on regime switching model, a large amount of its applications have been found in econometric and statistical problems. Despite its enormous popularity, one ...