A switching regression method using inequality conditions

DOI10.1016/0304-4076(79)90040-XzbMath0428.62084OpenAlexW2030304528MaRDI QIDQ1137343

Asher Tishler, Israel Zang

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90040-x

zbMATH Keywords

inequality conditionsswitching regression method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Methods of reduced gradient type (90C52)

Related Items (7)

Discontinuous piecewise linear optimization ⋮ Optimality conditions in optimization problems with convex feasible set using convexificators ⋮ Further experience in Bayesian analysis using Monte Carlo integration ⋮ Change-point problems: bibliography and review ⋮ A Bayesian analysis of some threshold switching models ⋮ Econometric disequilibrium models^∗ ⋮ Bayesian analysis of switching regression models

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• Methods of Estimation for Markets in Disequilibrium: A Further Study
• Maximization by Quadratic Hill-Climbing
• Maximum Likelihood Methods for Models of Markets in Disequilibrium

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