A note on Phillips (1991): ``A constrained maximum likelihood approach to estimating switching regressions

DOI10.1016/j.jeconom.2009.06.007zbMath1431.62294OpenAlexW1964882277MaRDI QIDQ2630147

Jian-Jun Xu, XianMing Tan, Run-Chu Zhang

Publication date: 25 July 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.06.007

zbMATH Keywords

switching regressionconsistencysingularityVC classconstrained maximum likelihood estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items

Clusterwise linear regression modeling with soft scale constraints, Finite Mixture of Linear Regression Models: An Adaptive Constrained Approach to Maximum Likelihood Estimation, A data driven equivariant approach to constrained Gaussian mixture modeling, A constrained maximum likelihood estimation for skew normal mixtures

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