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Birkbeck Faculties and Schools > Faculty of Business and Law > Birkbeck Business School
Pouzo, D. and Psaradakis, Zacharias and Sola, M. (2022) Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities. Econometrica 90 (4), pp. 1681-1710. ISSN 0012-9682.