Estimation of Time-Independent Markov Processes with Aggregate Data: A Comparison of Techniques

DOI10.2307/1913325MaRDI QIDQ3932169zbMATH OpenOpenAlexFDO

Authors Christina M. L. Kelton

Publication date 1981

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1913325

zbMATH Keywords

nonlinear least squares procedure

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to economics (62P20) Quadratic programming (90C20)

Cited in

(2)

• Statistical inference in nonstationary markov models with embedded explanatory variables
• Development of Specific hypothesis tests for estimated markov chains

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