Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Re: ergodic distribution from transition probaility matirx


From   Tuki <kalebrave@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: ergodic distribution from transition probaility matirx
Date   Wed, 21 Sep 2011 10:23:23 -0700 (PDT)

How do I obtain the corresponding eigenvector systematically in stata?
I have gone through previous posts of the same question, but could not
find a satisfying answer.  I want to construct similar tables in the
paper (like Table 4) using a different data set :Hinloopen, J., & van
Marrewijk, C. (2001). On the Empirical Distribution of the Balassa
Index. Review of World Economics, Weltwirtschaftliches Archiv, Vol.
137, No.1 , 1-35.

Best,

--
View this message in context: http://statalist.1588530.n2.nabble.com/ergodic-distribution-from-transition-probaility-matirx-tp6815776p6816972.html
Sent from the Statalist mailing list archive at Nabble.com.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index