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    Jump to: December 2016 | 2022
    Number of items: 2.

    December 2016

    Pouzo, D. and Psaradakis, Zacharias and Sola, M. (2016) Maximum likelihood estimation in possibly misspecified dynamic models with time-inhomogeneous Markov Regimes. Working Paper. Birkbeck College, University of London, London, UK.

    2022

    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.

    This list was generated on Thu Jul 18 05:36:24 2024 BST.