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Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model

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  • Kiefer, Nicholas M

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  • Kiefer, Nicholas M, 1978. "Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model," Econometrica, Econometric Society, vol. 46(2), pages 427-434, March.
  • Handle: RePEc:ecm:emetrp:v:46:y:1978:i:2:p:427-34
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