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Re: st: Transition matrices and stochastic kernels

From   "Antonio Abatemarco" <[email protected]>
To   <[email protected]>
Subject   Re: st: Transition matrices and stochastic kernels
Date   Wed, 15 Oct 2003 18:14:23 +0200

Dear Roberto,
I can add you an information about the estimation of the bivariate kernel
density estimation. Prof. Jenkins is right. There is nothing available
unless you are looking for the univariate density etimation (Van Kerm's
package). So, I would advise you to use a different software. Probably,
Matlab is the best for bivariate kernel density estimation. Also, C. Beardah
(Nottingham University) has already developed a very interesting program to
do this job in Matlab.
Best wishes,
----- Original Message ----- 
From: "Stephen P. Jenkins" <[email protected]>
To: <[email protected]>
Sent: Wednesday, October 15, 2003 6:02 PM
Subject: Re: st: Transition matrices and stochastic kernels

> 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
> > 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)
> Stephen
> ----------------------
> 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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