1. Time‐Varying Transition Probabilities for Markov Regime Switching Models. (29th September 2016) Authors: Bazzi, Marco; Blasques, Francisco; Koopman, Siem Jan; Lucas, Andre Journal: Journal of time series analysis Issue: Volume 38:Number 3(2017:May) Page Start: 458 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗