A note on Phillips (1991): ``A constrained maximum likelihood approach to estimating switching regressions'' (Q2630147)
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English | A note on Phillips (1991): ``A constrained maximum likelihood approach to estimating switching regressions'' |
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A note on Phillips (1991): ``A constrained maximum likelihood approach to estimating switching regressions'' (English)
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25 July 2016
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consistency
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constrained maximum likelihood estimator
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singularity
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switching regression
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VC class
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