Testing for two components in a switching regression model

DOI10.1016/J.CSDA.2010.01.009MaRDI QIDQ2445609zbMATH OpenOpenAlexFDO

Authors Jörn Dannemann, Hajo Holzmann

Publication date 14 April 2014

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2010.01.009

zbMATH Keywords

decayedhypothesis testinglogistic regressionMarkov regimemissing and filled teeth indexPoisson regressionswitching regression

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

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Cites work

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• Estimating Mixtures of Normal Distributions and Switching Regressions
• Extending the Akaike Information Criterion to Mixture Regression Models
• Finite mixture and Markov switching models.
• Finite mixture models
• scientific article; zbMATH DE number 1741810 (Why is no real title available?)
• scientific article; zbMATH DE number 2109186 (Why is no real title available?)
• scientific article; zbMATH DE number 846906 (Why is no real title available?)
• Hypothesis Testing in Mixture Regression Models
• Identifiability of finite mixtures of logistic regression models
• Identifiability of finite mixtures of multinomial logit models with varying and fixed effects
• Identifiability of models for clusterwise linear regression
• Markov Poisson regression models for discrete time series. Part 1: Methodology
• Medical applications of finite mixture models
• Order selection in finite mixture models with a nonsmooth penalty
• Score tests for zero-inflated generalized Poisson mixed regression models
• Testing for a Finite Mixture Model with Two Components
• Testing for two states in a hidden Markov model
• Testing homogeneity in a mixture of von mises distributions with a structural parameter
• Variable Selection in Finite Mixture of Regression Models

Cited in

(3)

• Dynamic risk exposures in hedge funds
• Testing the linear regression model null hypothesis versus regime switching alternatives.
• Two misspecification tests for the simple switching regressions disequilibrium model

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