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RE: st: Transition matrices and stochastic kernels

From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: Transition matrices and stochastic kernels
Date   Wed, 15 Oct 2003 17:45:07 +0100

Stephen P. Jenkins replied to Roberto Ezcurra

> > 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)

No comments qua Quah methodology, but for transition
matrices, check out -xttrans- to see if it does
what you want (and incidentally -xttrans2- on SSC).

[email protected]

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