1. Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts;Albert;Journal of Business and Economic Statistics,1993
2. Bayesian analysis of binary and polychotomous response data;Albert;Journal of the American Statistical Association,1993
3. Characterizing business cycles with a Markov switching model: Evidence of multiple equilibria;Boldin,1990
4. Using switching models to study business cycle asymmetries: Overview of methodology and application;Boldin,1992
5. A guide to simulation;Bratley,1987