I would like to know if I can use Stata to estimate a Markov chain model
with different definitions of the number of states. Specifically, I work
with income distributions and I am interested in obtaining the transition
probability matrix and the corresponding ergodic distribution.
Many thanks in advance.
Roberto Ezcurra.
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Roberto Ezcurra Orayen
Departamento de Econom�a
Universidad P�blica de Navarra
Campus de Arrosadia s/n
31006 Pamplona - Navarra
Espa�a (Spain)
E-mail: [email protected]
Tlno.: 34 948 169706
Fax: 34 948 169721
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