Hi,
Although Bacon&Watts (1971) assume a transition, the aim is to estimate
the breakpoint where the linear relationship changes. The start- and
end-point of the transition phase are not parameters to estimate ; it is
a trick to estimate the model.
As a possible alternative, you could have a
Hello,
I'm trying to find an algorithm to estimate a switching regression model
based on the 1990 Economics Letters paper by Ohtani/Kakimoto/Abe or the
earlier version from 1985 (Ohtani/Katayama, Economic Studies Quarterly;
assuming as a transition path a polynomial of order 1).
I found an id
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