Przeglądaj Acta Universitatis Lodziensis. Folia Oeconomica nr 141/1997 według tematu "switching regression models"
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Switching regression models with non-normal errors
(Wydawnictwo Uniwersytetu Łódzkiego, 1997)In this paper two forms of switching regression models with non-normal errors are considered. The pseudo maximum likelihood method is proposed for the estimation of their parameters. Monte Carlo experiments results are ...