A gradual switching regression model with autocorrelated errors

DOI10.1016/0165-1765(86)90059-5zbMath1328.62432OpenAlexW2070880443MaRDI QIDQ899823

Kazuhiro Ohtani, Sei-Ichi Katayama

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90059-5

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites Work

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• Bayesian estimation of the switching regression model with autocorrelated errors
• Estimation and testing for functional form and autocorrelation
• Parameter changes in a regression model with autocorrelated errors
• Estimating the transition between two intersecting straight lines
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes

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