@data{jae.2022321.0714733307, author = {Song, Yong}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {modelling-regime-switching-and-structural-breaks-with-an-infinite-hidden-markov-model}, year = {2014}, version = {1}, url = {https://journaldata.zbw.eu/dataset/modelling-regime-switching-and-structural-breaks-with-an-infinite-hidden-markov-model}, doi = "10.15456/jae.2022321.0714733307" }