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State-Space Models with Regime Switching
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This work is refreshingly original and technically masterful, and it will appeal to both professionals and students. -- Francis X. Diebold, University of Pennsylvania

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Chang-Jin Kim is Bryan C. Cressey Professor in the Department of Economics at the University of Washington. Charles Nelson is Ford and Louisa Van Voorhis Professor in the Department of Economics at the University of Washington.

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"This work is refreshingly original and technically masterful, andit will appeal to both professionals and students." Francis X. Diebold , University of Pennsylvania

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