Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
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- Finite mixture models and model-based clustering
- Mixtures of linear regressions
- Covariate selection in mixture models with the censored response variable
- Partially adaptive estimation via a normal mixture
- On using fuzzy clustering for detecting the number of states in Markov switching models
- The Mixturegram: A Visualization Tool for Assessing the Number of Components in Finite Mixture Models
- The impact of covariance misspecification in multivariate Gaussian mixtures on estimation and inference: an application to longitudinal modeling
- Finite mixture of linear regression models: an adaptive constrained approach to maximum likelihood estimation
- MCMC maximum likelihood for latent state models
- The Clustering of Regression Models Method with Applications in Gene Expression Data
- Clusterwise linear regression modeling with soft scale constraints
- Simple consistent cluster methods based on redescending M-estimators with an application to edge identification in images
- Maximum likelihood estimation of the Markov-switching GARCH model
- Eigenvalues and constraints in mixture modeling: geometric and computational issues
- Integrative model-based clustering of microarray methylation and expression data
- Analysis of time series subject to changes in regime
- A practical approach to semideviation and its time scaling in a jump-diffusion process
- Granger-causality in Markov switching models
- Finite mixture of regression models for censored data based on the skew-t distribution
- Extensions of estimation methods using the EM algorithm
- A CLASSICAL INVARIANCE APPROACH TO THE NORMAL MIXTURE PROBLEM
- Approximation of conditional densities by smooth mixtures of regressions
- A data driven equivariant approach to constrained Gaussian mixture modeling
- Grouped Heterogeneity in Linear Panel Data Models with Heterogeneous Error Variances
- Probabilistic clustering via Pareto solutions and significance tests
- Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching
- Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables
- Fitting a mixture distribution to a variable subject to heteroscedastic measurement errors
- Using mixture models to detect sex bias in health outcomes in Bangladesh
- ON THE CAUSALITY TEST IN TIME SERIES MODELS WITH HEAVY-TAILED DISTRIBUTION
- Maximum likelihood computation based on the Fisher scoring and Gauss-Newton quadratic approximations
- Switching regression metamodels in stochastic simulation
- Bayesian inference for the jump-diffusion model with M jumps
- Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results
- Market-making strategy with asymmetric information and regime-switching
- On model-based clustering of skewed matrix data
- Likelihood-based analysis in mixture global vars
- Switching regression models and causal inference in the presence of discrete latent variables
- Model occurrence and model selection in panel data sets
- Mixtures of regressions with changepoints
- Maximum likelihood estimation of the double exponential jump-diffusion process
- Econometric disequilibrium models∗
- Finite mixtures in confirmatory factor-analysis models
- Statistical analysis of mixture vector autoregressive models
- Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions
- Estimating mixtures of normal distributions via empirical characteristic function
- Robust estimation of \(k\)-component univariate normal mixtures
- Robust mixture regression using the \(t\)-distribution
- Scale-constrained approaches for maximum likelihood estimation and model selection of clusterwise linear regression models
- A PARSIMONIOUS CONTINUOUS TIME MODEL OF EQUITY INDEX RETURNS: INFERRED FROM HIGH FREQUENCY DATA
- A constrained maximum-likelihood approach to estimating switching regressions
- Likelihood ratio tests of the number of components in a normal mixture with unequal variances
- Alternative approaches for econometric modeling of panel data using mixture distributions
- A latent class pattern mixture model for nonignorable nonresponses in multivariate categorical data
- A Bayesian analysis of some threshold switching models
- A profile likelihood method for normal mixture with unequal variance
- Mixtures of conditional mean- and covariance-structure models
- Testing for two components in a switching regression model
- On the distribution of posterior probabilities in finite mixture models with application in clustering
- A note on Phillips (1991): ``A constrained maximum likelihood approach to estimating switching regressions
- A penalized likelihood estimation for mixture regressions with skew-normal errors
- Initializing the EM algorithm in Gaussian mixture models with an unknown number of components
- Finite mixture of censored linear mixed models for irregularly observed longitudinal data
- A note on testing for switching regressions
- Conditional mixture modelling for heavy-tailed and skewed data
- Challenges in model-based clustering
- Stable mixture GARCH models
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