diebold, f.x., lee, j.-h. and weinbach, g. (1994), regime ...fdiebold/papers/paper69/pa.dlw.pdf ·...
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Diebold, F.X., Lee, J.-H. and Weinbach, G. (1994), "Regime Switching with Time-Varying Transition Probabilities,”
in C. Hargreaves (ed.), Nonstationary Time Series Analysis and Cointegration. (Advanced Texts in Econometrics, C.W.J. Granger and G. Mizon, eds.), 283-302.
Oxford: Oxford University Press.
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