A Markov model for switching regressions
- 1 March 1973
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 1 (1) , 3-15
- https://doi.org/10.1016/0304-4076(73)90002-x
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- A New Approach to Estimating Switching RegressionsJournal of the American Statistical Association, 1972
- Methods of Estimation for Markets in DisequilibriumEconometrica, 1972
- A Test for a Shifting Slope Coefficient in a Linear ModelJournal of the American Statistical Association, 1970
- Tests of Equality Between Sets of Coefficients in Two Linear RegressionsEconometrica, 1960
- Tests of the Hypothesis that a Linear Regression System Obeys Two Separate RegimesJournal of the American Statistical Association, 1960
- The Estimation of the Parameters of a Linear Regression System Obeying Two Separate RegimesJournal of the American Statistical Association, 1958