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A Review Of The Estimation Of Transition Probabilities In Markov Chains

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Author Info
Dent, Warren
Ballintine, Richard
Abstract

A chronological review of the development of estimation procedures for unknown constant Markovian transition probabilities is presented with emphasis on applications involving the availability of macrodata, as opposed to microdata. Monte Carlo results comparing various estimation methods are analysed and several suggestions for estimating non-stationary probabilities are made.

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File URL: http://purl.umn.edu/22286
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Publisher Info
Article provided by Australian Agricultural and Resource Economics Society in its journal Australian Journal of Agricultural Economics.

Volume (Year): 15 (1971)
Issue (Month): 02 (August)
Pages:
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Handle: RePEc:ags:ajaeau:22286

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Keywords: Research Methods/ Statistical Methods;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Kelley, Allen C & Weiss, Leonard W, 1969. "Markov Processes and Economic Analysis: The Case of Migration," Econometrica, Econometric Society, vol. 37(2), pages 280-97, April. [Downloadable!] (restricted)
  2. Robert Summers, 1959. "A Capital-Intensive Approach to the Small Sample Properties of Various Simultaneous Equation Estimators," Cowles Foundation Discussion Papers 64, Cowles Foundation, Yale University. [Downloadable!]
  3. Judge, G.G. & Swanson, E.R., 1962. "Markov Chains: Basic Concepts And Suggested Uses In Agricultural Economics," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 6(02), December. [Downloadable!]
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This page was last updated on 2009-12-11.

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