Working papers:

Preminger A., Ben-Zion U. and Wettstein D. (2003)
Extended Switching Regression Models: Allowing for Multiple Latent State Variables

Preminger A., Ben-Zion U.,Wettstein D. (2003)
Extended Switching Regression Models with Time Varying Probabilities for Combining Forecasts

A. Preminger and D. Wettstein(2003)

Using the Penalized Likelihood Method for Model Selection with Nuisance

Parameters Present only under the Alternative: An application to Switching  Regression Models

Publications:

Preminger A. and Shalit H. (1999) "Normality is A necessary and sufficient
condition for OLS to yield robust result" Working Paper 99-12, Monster Center
for Economic Research, Ben Gurion University of the Negev.

Conferences:

Forecasting Financial Markets Conference 2003. "Extended Switching Regression Models: Theory and Applications" (with Uri Ben-Zion and David Wettstein)

Preminger A. " The Use of Genetic Algorithms to find Strategies which enable
Arbitrage in Financial Derivatives Markets" Forecasting financial markets May 2000.