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Learning about the across-regime correlation in switching regression models

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Author Info
Koop, Gary
Poirier, Dale J.

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File URL: http://www.sciencedirect.com/science/article/B6VC0-3SWY1BT-6/2/4235ce901df1552503625892f228d5f3
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Publisher Info
Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 78 (1997)
Issue (Month): 2 (June)
Pages: 217-227
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Handle: RePEc:eee:econom:v:78:y:1997:i:2:p:217-227

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

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  1. Ira N. Gang & Catherine Y. Co & Myeong-Su Yun, 1999. "Switching Models with Self-Selection: Self-Employment in Hungary," Departmental Working Papers 199912, Rutgers University, Department of Economics. [Downloadable!]
  2. Mingliang Li & Dale J. Poirier & Justin L. Tobias, 2004. "Do dropouts suffer from dropping out? Estimation and prediction of outcome gains in generalized selection models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(2), pages 203-225. [Downloadable!]
    Other versions:
  3. Martijn van Hasselt, 2005. "Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models," Computing in Economics and Finance 2005 241, Society for Computational Economics. [Downloadable!]
  4. Ishdorj, Ariun & Jensen, Helen H. & Tobias, Justin, 2007. "Intra-Household Allocation and Consumption of WIC-Approved Foods: A Bayesian Approach," Staff General Research Papers 12833, Iowa State University, Department of Economics. [Downloadable!]
    Other versions:
  5. Kajal Lahiri & Jae G. Song, 2000. "The effect of smoking on health using a sequential self-selection model," Health Economics, John Wiley & Sons, Ltd., vol. 9(6), pages 491-511.
  6. Heitmueller, Axel, 2004. "Public-Private Sector Wage Differentials in Scotland: An Endogenous Switching Model," IZA Discussion Papers 992, Institute for the Study of Labor (IZA). [Downloadable!]
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This page was last updated on 2009-11-13.


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