A constrained maximum-likelihood approach to estimating switching regressions
type: Item
instance of: scholarly article
title: A constrained maximum-likelihood approach to estimating switching regressions
zbMATH Open document ID: 0734.62071
DOI: 10.1016/0304-4076(91)90040-K
author: Robert F. Phillips
published in: Journal of Econometrics
publication date: 1991-01-01T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 4215205
zbMATH Keywords: switching-regression model
zbMATH Keywords: constrained maximum-likelihood
zbMATH Keywords: consistent
zbMATH Keywords: asymptotically normal
zbMATH Keywords: efficient
zbMATH Keywords: EM algorithm
zbMATH Keywords: constrained maximizers of the likelihood function
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4215205