Nonlinear Regime-Switching State-Space (RSSS) Models

Title
Nonlinear Regime-Switching State-Space (RSSS) Models
Authors
Keywords
regime-switching, state-space, nonlinear latent variable models, dynamic factor analysis, Kim filter
Journal
PSYCHOMETRIKA
Volume 78, Issue 4, Pages 740-768
Publisher
Springer Nature
Online
2013-03-05
DOI
10.1007/s11336-013-9330-8

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