Xu, Jianjun; Tan, Xianming; Zhang, Runchu - In: Journal of Econometrics 154 (2010) 1, pp. 35-41
Phillips [Phillips R.F., 1991. A constrained maximum likelihood approach to estimating switching regressions. Journal of Econometrics 48, 241-262] proposed a constrained maximum-likelihood approach to estimating the parameters in a switching regression model. In this note, we propose a new...
