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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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Suggested Citation

  • Tsurumi, Hiroki & Wago, Hajime & Ilmakunnas, Pekka, 1986. "Gradual switching multivariate regression models with stochastic cross-equational constraints and an application to the Klem translog production model," Journal of Econometrics, Elsevier, vol. 31(3), pages 235-253, April.
  • Handle: RePEc:eee:econom:v:31:y:1986:i:3:p:235-253
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    Cited by:

    1. Goodwin, Barry K., 1992. "Forecasting Cattle Prices in the Presence of Structural Change," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 24(02), pages 11-22, December.
    2. Ley, Eduardo, 1992. "Switching regressions and activity analysis," UC3M Working papers. Economics 5820, Universidad Carlos III de Madrid. Departamento de Economía.
    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. Nobuhisa Kashiwagi, 1991. "Bayesian detection of structural changes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(1), pages 77-93, March.
    5. Barry Goodwin & Randy Schnepf & Erik Dohlman, 2005. "Modelling soybean prices in a changing policy environment," Applied Economics, Taylor & Francis Journals, vol. 37(3), pages 253-263.
    6. Wago, Hajime, 2004. "Bayesian estimation of smooth transition GARCH model using Gibbs sampling," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(1), pages 63-78.
    7. 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.
    8. Chapda Nana, Guy & Larue, Bruno & Gervais, Jean-Philippe, 2012. "Regional integration and dynamic adjustments: Evidence from gross national product functions for Canada and the United States," The North American Journal of Economics and Finance, Elsevier, vol. 23(2), pages 246-264.

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