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Maximum Likelihood Estimation in Possibly Misspecified Dynamic Models with Time Inhomogeneous Markov Regimes
1 of 26 checkable references need attention · checked 2026-08-06
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References needing attention
does not resolve to a known work10.2307/1392086
The 25 checked references that resolve
resolves10.1051/ps/2014024
Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models
resolves10.3150/bj/1178291719
Inference in hidden Markov models I: Local asymptotic normality in the stationary case
resolves10.1214/aos/1024691255
Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
resolves10.1093/oso/9780198773917.003.0010
Regime switching with time-varying transition probabilities
resolves10.2307/3318493
Asymptotics of the Maximum Likelihood Estimator for General Hidden Markov Models
resolves10.1214/12-aos1047
Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
resolves10.1214/009053604000000021
Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
resolves10.1214/10-aos834
Consistency of the maximum likelihood estimator for general hidden Markov models
resolves10.1016/j.jeconom.2006.10.022
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting
resolves10.1080/02331889808802659
Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator
resolves10.1198/000313006x152207
On The So-Called “Huber Sandwich Estimator” and “Robust Standard Errors”
resolves10.3982/ecta8220
Identification and Estimation of Average Partial Effects in "Irregular" Correlated Random Coefficient Panel Data Models
resolves10.2307/1912559
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
resolves10.1214/aos/1018031205
Asymptotic normality of the maximum likelihood estimator in state space models
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