The MODEL Procedure

References

Goldfeld, S.M. and Quandt, R.E. (1972), Nonlinear Methods in Econometrics, Amsterdam: North-Holland Publishing Company.

Goldfeld, S.M. and Quandt, R.E. (1973), "A Markov Model for Switching Regressions," Journal of Econometrics, 3-16.

Goldfeld, S.M. and Quandt, R.E. (1973), "The Estimation of Structural Shifts by Switching Regressions," Annals of Economic and Social Measurement, 2/4.

Goldfeld, S.M. and Quandt, R.E. (1976), Studies in Nonlinear Estimation, Cambridge, MA: Ballinger Publishing Company.

Nelsen, Roger B. (1999), Introduction to Copulas, New York, New York: Springer-Verlag.

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