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Statespace Models With Regime Switching: Classical And Gibbssampling Approaches With Applications (Mit Press),Used Indiana Univ Pr The Book Offers Pathbreaking InsightsBoth Statespace 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 That Make Feasible The Estimation Of Models That Have Both Features. One Approach, In The Classical Framework, Approximates The Likelihood Function; The Other, In The Bayesian Framework, Uses Gibbssampling To Simulate Posterior Distributions From Data. The