The extended switching regression model:
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Arie Preminger; Uri Ben-zion; David Wettstein
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Article
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2007
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John Wiley and Sons
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English
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## Abstract In this paper we extend the widely followed approach of switching regression models, i.e. models in which the parameters are determined by a latent discrete state variable. We construct a model with several latent state variables, where the model parameters are partitioned into disjoint