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Re: st: Transition matrices and stochastic kernels

From   "Stephen P. Jenkins" <[email protected]>
To   [email protected]
Subject   Re: st: Transition matrices and stochastic kernels
Date   Wed, 15 Oct 2003 17:02:14 +0100 (GMT Daylight Time)

On Wed, 15 Oct 2003 17:34:54 +0200 Roberto Ezcurra 
<[email protected]> wrote:

> I would like to know if I can use Stata to estimate transition matrices and 
> to compute stochastic kernels according to Quah methodology.

Danny Quah (LSE) did not estimate transition matrices as far I recall 
(in the way most usually interpret that term).  But, anyway, I also 
seem to recall that the key elements of what he calls a "stochastic 
kernel", are derived from estimates of bivariate and univariate kernel 
densities. There are Stata programs for the latter, but not for the 
former (at least not in wide circulation)

Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, CO4 3SQ, UK
Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151.

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