Switching Regressions with Imperfect Regime Classification Information: Theory and Applications

Vassilis Hajivassiliou

STICERD - Econometrics Paper Series from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

Keywords: Switching regressions models; Measurement Errors; Trigger-price mechanisms; Price-; xing (search for similar items in EconPapers)
JEL-codes: C15 C51 C52 C72 L12 (search for similar items in EconPapers)
Date: 2019-11
New Economics Papers: this item is included in nep-ecm and nep-ore
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Working Paper: Switching regressions with imperfect regime classification information: theory and applications (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:cep:stiecm:610

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