A constrained maximum-likelihood approach to estimating switching regressions
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 48 (1991)
Issue (Month): 1-2 ()
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Web page: http://www.elsevier.com/locate/jeconom
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- Steven Caudill, 2012. "A partially adaptive estimator for the censored regression model based on a mixture of normal distributions," Statistical Methods and Applications, Springer, vol. 21(2), pages 121-137, June.
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- Xu, Jianjun & Tan, Xianming & Zhang, Runchu, 2010. "A note on Phillips (1991): "A constrained maximum likelihood approach to estimating switching regressions"," Journal of Econometrics, Elsevier, vol. 154(1), pages 35-41, January.
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- Katherine G. Yewell & Steven B. Caudill & Franklin G. Mixon, Jr., 2014. "Referee Bias and Stoppage Time in Major League Soccer: A Partially Adaptive Approach," Econometrics, MDPI, Open Access Journal, vol. 2(1), pages 1-19, February.
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- Lo, Yungtai, 2005. "Likelihood ratio tests of the number of components in a normal mixture with unequal variances," Statistics & Probability Letters, Elsevier, vol. 71(3), pages 225-235, March.
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