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Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
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- Dufrénot, Gilles & Malik, Sheheryar, 2012.
"The changing role of house price dynamics over the business cycle,"
Economic Modelling, Elsevier, vol. 29(5), pages 1960-1967.
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European Economic Review, Elsevier, vol. 38(9), pages 1711-1729, December.
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"Using mixture models to detect sex bias in health outcomes in Bangladesh,"
Journal of Econometrics, Elsevier, vol. 77(1), pages 259-276, March.
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Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 483-512.
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"The effects of the subprime crisis on the Latin American financial markets: An empirical assessment,"
Economic Modelling, Elsevier, vol. 28(5), pages 2342-2357, September.
- Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2010. "The Effects of the Subprime Crisis on the Latin American Financial Markets: an Empirical Assessment," Working Papers 2010-11, CEPII research center.
- Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2012. "The effects of the subprime crisis on the Latin American financial markets: an empirical assessment," Post-Print hal-01411539, HAL.
- Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011. "The Effects of the Subprime Crisis on the Latin American Financial Markets: An Empirical Assessment," Working Papers halshs-00587460, HAL.
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- Roberto Rocci & Stefano Antonio Gattone & Roberto Di Mari, 2018. "A data driven equivariant approach to constrained Gaussian mixture modeling," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 12(2), pages 235-260, June.
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"Protection for Sale Under Monopolistic Competition : An Empirical Investigation,"
Microeconomics Working Papers
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- Pao-Li Chang & Myoung-jae Lee, 2006. "Protection for Sale Under Monopolistic Competition: An Empirical Investigation," Working Papers 18-2006, Singapore Management University, School of Economics.
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- Houda Rharrabti Zaid, 2015. "Transmission du stress financier de la zone euro aux Pays de l’Europe Centrale et Orientale," EconomiX Working Papers 2015-37, University of Paris Nanterre, EconomiX.
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- Kovacevic, Raimund M. & Paraschiv, Florentina, 2012. "Medium-term Planning for Thermal Electricity Production," Working Papers on Finance 1220, University of St. Gallen, School of Finance.
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"Stable mixture GARCH models,"
Journal of Econometrics, Elsevier, vol. 172(2), pages 292-306.
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- Vakis, Renos & Sadoulet, Elisabeth & de Janvry, Alain & Cafiero, Carlo, 2004.
"Testing for Separability in Household Models with Heterogeneous Behavior: A Mixture Model Approach,"
Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series
qt4hs3g5dj, Department of Agricultural & Resource Economics, UC Berkeley.
- Vakis, Renos & Sadoulet, Elisabeth & de Janvry, Alain & Cafiero, Carlo, 2004. "Testing for Separability in Household Models with Heterogeneous Behavior: A Mixture Model Approach," CUDARE Working Papers 25016, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Gerhard Arminger & Petra Stein & Jörg Wittenberg, 1999. "Mixtures of conditional mean- and covariance-structure models," Psychometrika, Springer;The Psychometric Society, vol. 64(4), pages 475-494, December.
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- William Greene, 2001.
"Fixed and Random Effects in Nonlinear Models,"
Working Papers
01-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Greene, W., 2001. "Fixed and Random Effects in Nonlinear Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires 01-01, New York University, Leonard N. Stern School of Business-.
- Adél Bosch & Franz Ruch, 2013.
"An Alternative Business Cycle Dating Procedure for South Africa,"
South African Journal of Economics, Economic Society of South Africa, vol. 81(4), pages 491-516, December.
- Adél Bosch & Franz Ruch, 2012. "An alternative business cycle dating procedure for South Africa," Working Papers 267, Economic Research Southern Africa.
- Adel Bosch & Franz Ruch, 2012. "An Alternative Business Cycle Dating Procedure for South Africa," Working Papers 5210, South African Reserve Bank.
- Lu, Zeng-Hua, 2009. "Covariate selection in mixture models with the censored response variable," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2710-2723, May.
- Melnykov, Volodymyr & Melnykov, Igor, 2012. "Initializing the EM algorithm in Gaussian mixture models with an unknown number of components," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1381-1395.
- Oczkowski, Edward, 1998. "An econometric analysis of the bilateral monopoly model," Economic Modelling, Elsevier, vol. 16(1), pages 53-69, January.
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- Denis Fougère & Thierry Kamionka, 2003.
"Bayesian inference for the mover-stayer model in continuous time with an application to labour market transition data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(6), pages 697-723.
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- Simon van Norden & Huntley Schaller, 2002.
"Fads or bubbles?,"
Empirical Economics, Springer, vol. 27(2), pages 335-362.
- Simon van Norden & Huntley Schaller & ), 1995. "Fads or Bubbles?," Econometrics 9502004, University Library of Munich, Germany, revised 06 Jun 1995.
- Huntley Schaller & Simon van Norden, 1997. "Fads or Bubbles?," Staff Working Papers 97-2, Bank of Canada.
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Economic Modelling, Elsevier, vol. 34(C), pages 25-36.
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- Agnello Luca & Castro Vitor & Dufrénot Gilles & Jawadi Fredj & Sousa Ricardo M., 2020.
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Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-18, September.
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