Filtering and Smoothing in State-Space Models with Multiple Regimes*
Authors
- Tatiana Kirsanova (ORCID: https://orcid.org/0000-0002-1470-4311)
- Junior Maih
- Nigar Hashimzade
- Oleg Kirsanov
Institutions
- Norges Bank
- Brunel University of London (GB)
- Adam Smith Institute (GB)
- University of Glasgow (GB)
Publication Details
- Journal
- Journal of Business and Economic Statistics
- Published
- 2026-04-27
- DOI
- https://doi.org/10.1080/07350015.2026.2656466
- Primary Topic
- Fluid Dynamics and Turbulent Flows
- Type
- article
- Field-Weighted Citation Impact
- 0.00