Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results
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Publication:1362495
DOI10.1016/S0304-4076(96)00007-3zbMATH Open0900.62656OpenAlexW4249293021MaRDI QIDQ1362495FDOQ1362495
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Cites work
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
- scientific article; zbMATH DE number 3942890 (Why is no real title available?)
- A Computationally Practical Simulation Estimator for Panel Data
- A Markov model for switching regressions
- A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
- A New Approach to Estimating Switching Regressions
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
- Dynamic linear models with Markov-switching
- Estimating Mixtures of Normal Distributions and Switching Regressions
- Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties
- Estimation in a disequilibrium model and the value of information
- Maximum Likelihood Methods for Models of Markets in Disequilibrium
- Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results
- Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
- Switching Regression Models with Imperfect Sample Separation Information--With an Application on Cartel Stability
Cited in
(8)- scientific article; zbMATH DE number 3974144 (Why is no real title available?)
- Mountain \(c\)-regressions method
- Switching state-space models: likelihood function, filtering and smoothing
- Properties of estimators of count data model with endogenous switching
- A smooth likelihood simulator for dynamic disequilibrium models
- Switching regression metamodels in stochastic simulation
- Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results
- Estimation of dynamic and ARCH Tobit models
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