Markov-switching autoregressions (MS-AR or MS-ARMA) model
Chapter 14 Regime Switching Models
14.1 Introduction:A simple regime switching model
14.2 Markov-switching models
  14.2.1 Types of Markov-switching models
  14.2.2 Estimation of Markov-switching models
  14.2.3 Testing linearity
  14.2.4 Forecasting

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