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On the classification of observations in the switching regression
(Wydawnictwo Uniwersytetu Łódzkiego, 1997)
The paper discusses the method of determining the sample division
indicator for the switching regression model in case of two states generating values of
the explained variable, which ensures the least risk of making a ...
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 ...