articleTop 1% cited
Dynamic linear models with Markov-switching
Journal of Econometrics · 1994 · Vol. 60(1-2) · pp. 1–22
Chang‐Jin Kim✉(York University)
Monetary Policy and Economic ImpactControl Systems and IdentificationFault Detection and Control SystemsState spaceMarkov chainSmoothingComputationMathematicsAutoregressive modelMathematical optimizationRepresentation (politics)Markov processApplied mathematics
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References
Techniques for Testing the Constancy of Regression Relationships Over Time
Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1975 · 4,955 citations
Tests of Equality Between Sets of Coefficients in Two Linear Regressions
Econometrica · 1960 · 6,433 citations
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
Econometrica · 1989 · 9,528 citations
Forecasting, Structural Time Series Models and the Kalman Filter
Journal of the Operational Research Society · 1991 · 4,813 citations
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