Gourieroux, Christian; Jasiak, Joann Multivariate Jacobi process with application to smooth transitions. (English) Zbl 1337.62365 J. Econom. 131, No. 1-2, 475-505 (2006). MSC: 62P20 60H10 60H30 91G40 91G70 PDFBibTeX XMLCite \textit{C. Gourieroux} and \textit{J. Jasiak}, J. Econom. 131, No. 1--2, 475--505 (2006; Zbl 1337.62365) Full Text: DOI
Fukushige, Mototsugu; Hatanaka, Michio Estimation of a regression model on two or more sets of differently grouped data. (English) Zbl 0714.62106 J. Econom. 47, No. 2-3, 207-226 (1991). MSC: 62P20 62J05 62H17 62F15 PDFBibTeX XMLCite \textit{M. Fukushige} and \textit{M. Hatanaka}, J. Econom. 47, No. 2--3, 207--226 (1991; Zbl 0714.62106) Full Text: DOI