A gradual switching regression model with a flexible transition path

DOI10.1016/0165-1765(90)90047-5zbMath1376.62113OpenAlexW2078548411MaRDI QIDQ1676653

Kenzo Abe, Kazuhiro Ohtani, Sumio Kakimoto

Publication date: 9 November 2017

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(90)90047-5

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (3)

Testing the constancy of regression parameters against continuous structural change ⋮ Structural change and unit roots ⋮ Elasticities of beer demand revisited

Cites Work

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• Estimating the dimension of a model
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