Determinants of transition in artificially discrete Markov chains using microdata

DOI10.1016/J.ECONLET.2016.07.018MaRDI QIDQ1668495zbMATH OpenOpenAlexFDO

Authors Achilleas Vassilopoulos, Stathis Klonaris

Publication date 29 August 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2016.07.018

zbMATH Keywords

determinants of transitionMarkov chainmicrodataparameter estimates

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Point estimation (62F10) Applications of statistics to economics (62P20)

Recommendations

• Estimating Transition Probabilities from a Time Series of Independent Cross Sections
• scientific article; zbMATH DE number 67260
• On inference from Markov chain macro-data using transforms
• Modeling rating transitions
• Estimating discrete Markov models from various incomplete data schemes

Cites work

• Modeling ordered choices. A primer
• Partial effects in ordered response models with factor variables
• Testing hypotheses about interaction terms in nonlinear models

Cited in

(7)

• Equivalent representations of discrete-time two-state panel data models
• Information-based estimators for the non-stationary transition probability matrix: An application to the Danish pork industry.
• Transition and limiting distributions when covariates are available
• Transition probabilities in a problem of stochastic process switching
• Estimating Transition Probabilities from a Time Series of Independent Cross Sections
• Entry and exit in markov-process models estimated from macro data, with applications to shifts between advertising media
• Assessing Markov chain approximations: a minimal econometric approach

This page was built for publication: Determinants of transition in artificially discrete Markov chains using microdata

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1668495)