Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
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Publication:4195796
DOI10.2307/1913910zbMath0408.62058OpenAlexW2042080635MaRDI QIDQ4195796
Publication date: 1978
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913910
Consistent EstimatorNonlinear ModelsEfficient EstimationContaminated Normal ModelsDiscrete Parameter VariationSwitching Regression ModelUnbounded Likelihood Function
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