Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Re: ergodic distribution from transition probaility matirx
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: Re: ergodic distribution from transition probaility matirx
Date
Wed, 21 Sep 2011 11:01:45 -0400
Tuki <[email protected]>:
What are the eigenvalues of your unconstrained estimate?
On Wed, Sep 21, 2011 at 10:42 AM, Tuki <[email protected]> wrote:
> Dear Austin,
> sure, I want a regular transition matrix, and be able to estimate the
> steady-state. Can you provide me with stata command that I can use for my
> own purpose like u said a maximum likelihood estimator that
> constrains eigenvalues? Thank you very much.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/