A descriptive method to evaluate the number of regimes in a switching autoregressive model
From MaRDI portal
Publication:2506543
DOI10.1016/j.neunet.2006.05.019zbMath1102.68576OpenAlexW2085987936WikidataQ42689376 ScholiaQ42689376MaRDI QIDQ2506543
Publication date: 10 October 2006
Published in: Neural Networks (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.neunet.2006.05.019
Related Items (1)
Cites Work
- A maximum likelihood methodology for clusterwise linear regression
- Clusterwise linear regression
- Estimation and model selection based inference in single and multiple threshold models.
- A Look at Some Data on the Old Faithful Geyser
- Use of the Chow Test under Heteroscedasticity
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Clustering Objects Generated by Linear Regression Models
- Self-organizing maps.
This page was built for publication: A descriptive method to evaluate the number of regimes in a switching autoregressive model