A constrained maximum-likelihood approach to estimating switching regressions

DOI10.1016/0304-4076(91)90040-KzbMath0734.62071MaRDI QIDQ811064

Robert F. Phillips

Publication date: 1991

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

zbMATH Keywords

EM algorithmefficientconsistentasymptotically normalconstrained maximizers of the likelihood functionconstrained maximum-likelihoodswitching-regression model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

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Cites Work

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