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Pouzo, D. and Psaradakis, Zacharias and Sola, M. (2025) On the robustness of mixture models in the presence of hidden Markov Regimes with covariate-dependent transition probabilities. Econometric Theory , ISSN 0266-4666. (In Press)

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.

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.