A note on testing for switching regressions
From MaRDI portal
Publication:2640284
DOI10.1016/0165-1765(91)90100-YzbMath0719.62077MaRDI QIDQ2640284
Publication date: 1991
Published in: Economics Letters (Search for Journal in Brave)
Cites Work
- Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models
- Estimating Mixtures of Normal Distributions and Switching Regressions
- Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
- A New Approach to Estimating Switching Regressions