Regime Switching State-Space Models Applied to Psychological Processes: Handling Missing Data and Making Inferences
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Volume (Year): 77 (2012)
Issue (Month): 2 (April)
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References listed on IDEAS
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- Kim, Chang-Jin, 1994.
"Dynamic linear models with Markov-switching,"
Journal of Econometrics,
Elsevier, vol. 60(1-2), pages 1-22.
- Durbin, James & Koopman, Siem Jan, 2001.
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Oxford University Press, number 9780198523543.
- Tom Doan, . "SEASONALDLM: RATS procedure to create the matrices for the seasonal component of a DLM," Statistical Software Components RTS00251, Boston College Department of Economics.
- J. Michael Durland & Thomas H. McCurdy, 1993.
"Duration Dependent Transitions in a Markov Model of U.S. GNP Growth,"
887, Queen's University, Department of Economics.
- Durland, J Michael & McCurdy, Thomas H, 1994. "Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 279-88, July.
- Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-84, March.
- White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
- Chang-Jin Kim & Charles R. Nelson, 1999. "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262112388, June.
- William Meredith, 1993. "Measurement invariance, factor analysis and factorial invariance," Psychometrika, Springer, vol. 58(4), pages 525-543, December.
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