Switching Regression Models with Imperfect Sample Separation Information--With an Application on Cartel Stability

DOI10.2307/1911495zbMath0539.62123MaRDI QIDQ3326700

Robert H. Porter, Lung-fei Lee

Publication date: 1984

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://purl.umn.edu/55143

zbMATH Keywords

least squares bias; misclassification; cartel stability; efficient estimation method; exogenous switching regression model; imperfect regime classification information; optimal regime classification rule

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

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