Both state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents r

State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developme

This book contributes to re cent developments on the statistical analysis of multiple time series in the presence of regime shifts. Markov-switching models have

Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the disci

The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS stat