Charles R. Nelson Books

Macroeconomics: Introduction
State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
Chemistry of coal weathering
Chemistry of coal weathering

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The term structure of interest rates
The investor's guide to economic indicators
Applied time series analysis for managerial forecasting
On Thin Ice
On Thin Ice

By Charles R. Nelson, Michael J. Goc

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Way of Salvation
Way of Salvation

By Charles R. Nelson

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State Space Models with Regime Switching
State-Space Models with Regime Switching
State-Space Models with Regime Switching

By Chang Jin Kim, Nelson Charles R.

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Both state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents recent advances in econometric methods...

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