On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities

Fuente: arXiv

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Bibliographic Details
Main Authors:	Pouzo, Demian, Sola, Martin, Psaradakis, Zacharias
Format:	Preprint
Published:	2025
Subjects:	Econometrics Statistics Theory Methodology 62M05 62P20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2504.21669