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st: Discrete state Markov chains


From   Roberto Ezcurra <[email protected]>
To   [email protected]
Subject   st: Discrete state Markov chains
Date   Thu, 09 Dec 2004 17:38:35 +0100

Sorry for disturbing you.

I would like to know if I can use Stata to estimate a Markov chain model with different definitions of the number of states. Specifically, I work with income distributions and I am interested in obtaining the transition probability matrix and the corresponding ergodic distribution.

Many thanks in advance.

Roberto Ezcurra.




----------------------------------------------------------
Roberto Ezcurra Orayen
Departamento de Econom�a
Universidad P�blica de Navarra
Campus de Arrosadia s/n
31006 Pamplona - Navarra
Espa�a (Spain)
E-mail: [email protected]
Tlno.: 34 948 169706
Fax: 34 948 169721
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