A Markov model for switching regressions

DOI10.1016/0304-4076(73)90002-XzbMath0294.62087OpenAlexW2027447060MaRDI QIDQ1212765

Stephen M. Goldfeld, Richard E. Quandt

Publication date: 1973

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(73)90002-x

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Markov processes: estimation; hidden Markov models (62M05)

Cites Work

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