A constrained maximum-likelihood approach to estimating switching regressions
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Cites work
- A constrained formulation of maximum-likelihood estimation for normal mixture distributions
- A constrained maximum-likelihood approach to estimating switching regressions
- A New Approach to Estimating Switching Regressions
- A Note on Switching Regressions and Logistic Discrimination
- A NOTE ON THE CONSISTENCY AND MAXIMA OF THE ROOTS OF LIKELIHOOD EQUATIONS
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models
- Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
- Estimating Mixtures of Normal Distributions and Switching Regressions
- scientific article; zbMATH DE number 3898196 (Why is no real title available?)
- scientific article; zbMATH DE number 699423 (Why is no real title available?)
- scientific article; zbMATH DE number 3350922 (Why is no real title available?)
- Linear Statistical Inference and its Applications
- On the convergence properties of the EM algorithm
- On the Identifiability of Finite Mixtures
- Regression Analysis when the Dependent Variable Is Truncated Normal
Cited in
(21)- Partially adaptive estimation via a normal mixture
- Constrained maximum likelihood
- Clusterwise linear regression modeling with soft scale constraints
- Asymptotic properties of the maximum likelihood estimator in regime switching econometric models
- Switching regressions and activity analysis. A new approach to frontier estimation
- Robust clusterwise linear regression through trimming
- Likelihood ratio tests of the number of components in a normal mixture with unequal variances
- A note on Phillips (1991): ``A constrained maximum likelihood approach to estimating switching regressions
- Switching Regression Models with Imperfect Sample Separation Information--With an Application on Cartel Stability
- An Efficient Estimation for Switching Regression Models: A Monte Carlo Study
- Estimating mixtures of normal distributions via empirical characteristic function
- Maximum likelihood estimation of a mixture of normal regressions: starting values and singularities
- Partially adaptive estimation of nonlinear models via a normal mixture
- A Switching Frontier Model for Imperfect Sample Separation Information: With an Application to Constrained Labor Supply
- A generalized panel data switching regression model
- Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming
- A constrained maximum likelihood estimation for skew normal mixtures
- Forecasting in the presence of large shocks
- A penalized likelihood estimation for mixture regressions with skew-normal errors
- A constrained maximum-likelihood approach to estimating switching regressions
- On algorithms for restricted maximum likelihood estimation
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