A constrained maximum-likelihood approach to estimating switching regressions
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References listed on IDEAS
- Krasker, William S, 1980. "Estimation in Linear Regression Models with Disparate Data Points," Econometrica, Econometric Society, vol. 48(6), pages 1333-1346, September.
- Hausman, Jerry, 2015.
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- Krasker, William S. & Kuh, Edwin & Welsch, Roy E., 1983. "Estimation for dirty data and flawed models," Handbook of Econometrics,in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 11, pages 651-698 Elsevier.
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- Ley, Eduardo, 1992. "Switching regressions and activity analysis," UC3M Working papers. Economics 5820, Universidad Carlos III de Madrid. Departamento de Economía.
- Pao-Li Chang & Myoung-Jae Lee, 2006.
"Protection for Sale Under Monopolistic Competition : An Empirical Investigation,"
Microeconomics Working Papers
22061, East Asian Bureau of Economic Research.
- Pao-Li Chang & Myoung-jae Lee, 2006. "Protection for Sale Under Monopolistic Competition: An Empirical Investigation," Working Papers 18-2006, Singapore Management University, School of Economics.
- García-Escudero, L.A. & Gordaliza, A. & Mayo-Iscar, A. & San Martín, R., 2010. "Robust clusterwise linear regression through trimming," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3057-3069, December.
- Phillips, Robert F., 1996. "Forecasting in the presence of large shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1581-1608.
- 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.
- 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.
- 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.
- Naeem ur Rehman Khattak & Iftikhar Ahmad & Jangraiz Khan, 2010. "Fiscal Decentralisation in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 49(4), pages 419-436.
- Steven Caudill, 2012. "A partially adaptive estimator for the censored regression model based on a mixture of normal distributions," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(2), pages 121-137, June.
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