TY - JOUR
T1 - A switching regression method using inequality conditions
AU - Tishler, Asher
AU - Zang, Israel
N1 - Funding Information:
*Research was supported by the Israel Institute of Business Research at Tel-Aviv University. We are indebted to a referee of this paper for his very helpful remarks, to R.C. Fair for his comments on an earlier draft of this paper and.for maklng his data available to US and to I. tioch for programming and testing the method.
PY - 1979
Y1 - 1979
N2 - This paper presents three simple approximations to the likelihood function of a switching regression model with inequality conditions. These approximations, which leave the likelihood function unchanged almost everywhere, have analytical derivatives that are continuously differentiable, and hence, allow the use of efficient gradient techniques.
AB - This paper presents three simple approximations to the likelihood function of a switching regression model with inequality conditions. These approximations, which leave the likelihood function unchanged almost everywhere, have analytical derivatives that are continuously differentiable, and hence, allow the use of efficient gradient techniques.
UR - http://www.scopus.com/inward/record.url?scp=0347910817&partnerID=8YFLogxK
U2 - 10.1016/0304-4076(79)90040-X
DO - 10.1016/0304-4076(79)90040-X
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AN - SCOPUS:0347910817
SN - 0304-4076
VL - 11
SP - 259
EP - 274
JO - Journal of Econometrics
JF - Journal of Econometrics
IS - 2-3
ER -