A note on testing for switching regressions

This note shows that a well-known version of the switching regression model is not suitable for testing for parameter stability in a regression model because standard regularity conditions are not satisfied under the null hypothesis of parameter stability.

Bibliographic Details

Published in:	Economics letters 1991, Vol.35 (1), p.31-33
Main Author:	Phillips, Robert F.
Format:	Article
Language:	English
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Online Access:	Get full text
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