The DOI matches its Crossref record; 23 of the 23 references it cites were found in a registry or an index.
Dynamic linear models with Markov-switching
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Citations
Cites
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
Hamilton, J. D. (1989) · Econometrica · doi:10.2307/1912559 · Cited by 9,646
Tests of Equality Between Sets of Coefficients in Two Linear Regressions
Chow, G. C. (1960) · Econometrica · doi:10.2307/1910133 · Cited by 6,488
Techniques for Testing the Constancy of Regression Relationships Over Time
Brown, R. L., Durbin, J., & Evans, J. M. (1975) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1975.tb01532.x · Cited by 5,128
Forecasting, Structural Time Series Models and the Kalman Filter
Fildes, R., Harvey, A. C., West, M., & Harrison, J. (1991) · The Journal of the Operational Research Society · doi:10.2307/2583225 · Cited by 4,682
Tests for parameter instability and structural change with unknown change point.
Andrews, D. W. K. (1993) · Econometrica · doi:10.2307/2951764 · Cited by 4,334
Tests of the Hypothesis That a Linear Regression System Obeys Two Separate Regimes
Quandt, R. E. (1960) · Journal of the American Statistical Association · doi:10.1080/01621459.1960.10482067 · Cited by 1,178
The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
Quandt, R. E. (1958) · Journal of the American Statistical Association · doi:10.1080/01621459.1958.10501484 · Cited by 1,107
Long Swings in the Dollar: Are They in the Data and Do Markets Know It?
Engel, C., & Hamilton, J. D. (1990) · American Economic Review · Cited by 993
Are Economic Time Series Asymmetric over the Business Cycle?
Neftçi, S. N. (1984) · Journal of Political Economy · doi:10.1086/261226 · Cited by 929
Non-Gaussian State—Space Modeling of Nonstationary Time Series
Kitagawa, G. (1987) · Journal of the American Statistical Association · doi:10.1080/01621459.1987.10478534 · Cited by 922
Cited by
Electricity price forecasting: A review of the state-of-the-art with a look into the future
Weron, R. (2014) · International Journal of Forecasting · doi:10.1016/j.ijforecast.2014.08.008 · Cited by 1,646
Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach
Weron, R. (2006) · doi:10.1002/9781118673362 · Cited by 708
Kim, C.-J., & Nelson, C. R. (1998) · Review of Economics and Statistics · doi:10.1162/003465398557447 · Cited by 469
Self-citationModeling, Clustering, and Segmenting Video with Mixtures of Dynamic Textures
Chan, A. B., & Vasconcelos, N. (2008) · IEEE Transactions on Pattern Analysis and Machine Intelligence · doi:10.1109/tpami.2007.70738 · Cited by 459
Variational Learning for Switching State-Space Models
Ghahramani, Z., & Hinton, G. E. (2000) · Neural Computation · doi:10.1162/089976600300015619 · Cited by 422
Metadata
- Authors
- Kim, C.-J.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 1994-01
- Volume
- 60
- Issue
- 1-2
- Pages
- 1-22
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W2014378975
- Cited by
- 1,434
- References
- 23
- FWCI
- 32.39
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Dynamic linear models with Markov-switching. https://app.cochat.ai/papers/10.1016/0304-4076(94)90036-1
- The paper
- Kim, C.-J. (1994). Dynamic linear models with Markov-switching. Journal of Econometrics. https://doi.org/10.1016/0304-4076(94)90036-1
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
