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

[Austin Nichols <austinnichols@gmail.com>]

Kaleb Girma <kalebrave@gmail.com>:
When you say you have read through previous posts, what do you mean?
Are you including e.g.
http://www.stata.com/statalist/archive/2011-01/msg00257.html
in your list?

On Wed, Sep 21, 2011 at 1:18 PM, Kaleb Girma <kalebrave@gmail.com> wrote:
> 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,
>
>
> On Wed, Sep 21, 2011 at 5:42 PM, Austin Nichols <austinnichols@gmail.com> wrote:
>> Tuki <kalebrave@gmail.com>
>> So, as I suspected, you already have a regular transition matrix, with
>> a single eigenvalue equal to one (whose corresponding eigenvector is
>> the limiting distribution for that process), and I am unclear on what
>> you are looking for.
>> Still waiting for those references, too.
>>
>> On Wed, Sep 21, 2011 at 11:37 AM, Tuki <kalebrave@gmail.com> wrote:
>>> r1      79.1    15.3    2.2     3.3
>>> r2      14.7    52.6    26.3    6.3
>>> r3      2.11    24.2    56.8    16.8
>>> r4      5.49    5.4     15.4    73.6
>>>
>>> The eigenvalue values obtained using matrix eigenvalues r c = A command are:
>>>          c1         c2         c3         c4
>>> real    26.4792  100.00018  59.843796  75.896828
>>>
>>> My intention is that if there is command that I can use repeatedly on
>>> different data sets.
>>> Thank you very much.

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