Andrews, Isaiah, Nano Barahona, Matthew Gentzkow, Ashesh Rambachan, and Jesse M. Shapiro. "Structural Estimation Under Misspecification: Theory and Implications for Practice." Quarterly Journal of ...
Nonparametric identification and maximum likelihood estimation for finite-state hidden Markov models are investigated. We obtain identification of the parameters as well as the order of the Markov ...
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