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Re: st: Re: ergodic distribution from transition probaility matirx


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: ergodic distribution from transition probaility matirx
Date   Wed, 21 Sep 2011 11:01:45 -0400

Tuki <kalebrave@gmail.com>:
What are the eigenvalues of your unconstrained estimate?

On Wed, Sep 21, 2011 at 10:42 AM, Tuki <kalebrave@gmail.com> wrote:
> Dear Austin,
> sure, I want a regular transition matrix, and be able to estimate the
> steady-state. Can you provide me with stata command that I can use for my
> own purpose like u said a maximum likelihood estimator that
> constrains eigenvalues? Thank you very much.
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