Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleBayesian inference for periodic regime-switching models.AuthorsGhysels, Eric; McCulloch, Robert E.; Tsay, Ruey S.AbstractPresents information on a study on modelling seasonality in non-linear analysis in the context of econometry. Description of non-linear time series models and seasonality; Periodic regime-switching models; Methodology; Conclusions of the study.SubjectsECONOMETRICS; NONLINEAR theoriesPublicationJournal of Applied Econometrics, 1998, Vol 13, Issue 2, p129ISSN0883-7252Publication typeArticleDOI10.1002/(SICI)1099-1255(199803/04)13:2<129::AID-JAE466>3.0.CO;2-2