A generalized panel data switching regression model
From MaRDI portal
Publication:485697
DOI10.1016/j.econlet.2014.06.022zbMath1303.62050MaRDI QIDQ485697
Subal C. Kumbhakar, Emir Malikov
Publication date: 14 January 2015
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/56770/1/MPRA_paper_56770.pdf
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)