Mountain c-regressions method

Author:

Wu Kuo-Lung,Yang Miin-Shen,Hsieh June-Nan

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Vision and Pattern Recognition,Signal Processing,Software

Reference22 articles.

1. The estimation of the parameters of a linear regression system obeying two separate regimes;Quandt;Journal of the American Statistical Association,1958

2. Tests of the hypothesis that a linear regression system obeys two separate regimes;Quandt;Journal of the American Statistical Association,1960

3. Tests of the equality between two sets of coefficients in two linear regressions;Chow;Econometrica,1960

4. Mixtures of linear regressions;de Veaux;Computational Statistical and Data Analysis,1989

5. Simulation estimation of dynamic switching regression and dynamic disequilibrium models—some Monte Carlo results;Lee;Journal of Econometrics,1997

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