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Gradual switching multivariate regression models with stochastic cross-equational constraints and an application to the Klem translog production model

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  • Tsurumi, Hiroki
  • Wago, Hajime
  • Ilmakunnas, Pekka

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File URL: http://www.sciencedirect.com/science/article/B6VC0-46VV78N-1/2/b0e5aa733bc1b877227de154a7cbcc9e
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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 31 (1986)
Issue (Month): 3 (April)
Pages: 235-253

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Handle: RePEc:eee:econom:v:31:y:1986:i:3:p:235-253

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Web page: http://www.elsevier.com/locate/jeconom

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Cited by:
  1. Nobuhisa Kashiwagi, 1991. "Bayesian detection of structural changes," Annals of the Institute of Statistical Mathematics, Springer, vol. 43(1), pages 77-93, March.
  2. Goodwin, Barry K. & Schnepf, Randall D. & Dohlman, Erik, 2001. "Modeling Soybean Prices in a Changing Policy Environment," 2001 Conference, April 23-24, 2001, St. Louis, Missouri 18946, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  3. Goodwin, Barry K. & Harper, Daniel C. & Schnepf, Randall D., 2003. "Short-Run Demand Relationships in the U.S. Fats and Oils Complex," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 35(01), April.
  4. Goodwin, Barry K., 1992. "Forecasting Cattle Prices In The Presence Of Structural Change," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 24(02), December.
  5. Emi Nakamura & Masao Nakamura (presenter) & Takanobu Nakajima, 2004. "Measuring Firms’ R&D Effects on Technical Progress: Japan in the 199," Econometric Society 2004 Far Eastern Meetings 414, Econometric Society.

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