Open AccessState Space Models with Endogenous Regime Switching
Author(s) -
Yoosoon Chang,
Fei Tan,
Xin Wei
Publication year - 2018
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3770135
Subject(s) - state space , endogeny , state (computer science) , economics , mathematical economics , econometrics , statistical physics , mathematics , control theory (sociology) , computer science , physics , biology , control (management) , artificial intelligence , statistics , algorithm , endocrinology
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