Markov-switching Model

James D. Hamilton (Markov switching model)  https://econweb.ucsd.edu/~jhamilton/

Hans-Martin Krolzig (MS-VAR model)  https://ideas.repec.org/e/pkr17.html

Kim, Chang Jin (State Space-MS model, LIML MS model)  https://ideas.repec.org/e/pki84.html

Yoon, Jae Ho (FIML MS model)  https://sites.google.com/site/beowulfkorea/

Demian Pouzo, Zacharias Psaradakis, Martin Sola (MS model with CDTP) https://doi.org/10.3982/ECTA17249 

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Markov switching model 

LIML Markov switching model  

FIML Markov switching model  

Markov switching model with CDTP

Bayes' Theorem

The Markov switching model is a parametric model

Monte Carlo Simulation

Gibbs Sampling