A generalized panel data switching regression model

DOI10.1016/j.econlet.2014.06.022zbMath1303.62050OpenAlexW3124744841MaRDI QIDQ485697

Emir Malikov, Subal C. Kumbhakar

Publication date: 14 January 2015

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

Full work available at URL: https://mpra.ub.uni-muenchen.de/56770/1/MPRA_paper_56770.pdf

zbMATH Keywords

selectionpanel datanested logitpolychotomouscorrelated effectsmultinomial logit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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