Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis (Lecture Notes in Economics and Mathematical Systems) Review

Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis (Lecture Notes in Economics and Mathematical Systems)
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I found this book to be an excellent indepth treatment of a very general class of MS models. It is an excellent read once you have read Hamilton's articles.

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