<P>【1】</P>
<P>题目：Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods</P>
<P>作者;<SPAN class=name><SPAN class=forenames>Sylvia</SPAN><BR>&nbsp;&nbsp;&nbsp;<SPAN class=surname>Kaufmann</SPAN></SPAN></P>
<P>期刊：<A href="http://www3.interscience.wiley.com/journal/117980455/home">Econometrics Journal</A>&nbsp;<STRONG><A href="http://www3.interscience.wiley.com/journal/119013350/issue">Volume 3 Issue 1</A>,&nbsp;Pages&nbsp;39&nbsp;-&nbsp;65 </STRONG><STRONG>Published Online: </STRONG>20&nbsp;Mar&nbsp;2002</P>
<P>链接：<A href="http://www3.interscience.wiley.com/journal/119013353/abstract">http://www3.interscience.wiley.com/journal/119013353/abstract</A><A href="http://www3.interscience.wiley.com/user/accessdenied?ID=119397855&amp;Act=2138&amp;Code=4719&amp;Page=/cgi-bin/fulltext/119397855/PDFSTART"></A></P>
<P>【2】</P>
<P>题目：Some Properties of Vector Autoregressive Processes with Markov-Switching Coefficients </P>
<P>作者; Minxian Yang</P>
<P>期刊：<EM>Econometric Theory</EM>, Vol. 16, No. 1 (Feb., 2000), pp. 23-43 &nbsp;&nbsp;(article consists of 21 pages) </P>
<P>链接：<A href="http://www.jstor.org/pss/3533158">http://www.jstor.org/pss/3533158</A></P>
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<P align=right><FONT color=#000066>[此贴子已经被作者于2008-7-31 12:12:47编辑过]</FONT></P>