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Estimation of Time-Varying Markov Processes with Aggregate Data

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Author Info
MacRae, Elizabeth Chase

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 45 (1977)
Issue (Month): 1 (January)
Pages: 183-98
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Handle: RePEc:ecm:emetrp:v:45:y:1977:i:1:p:183-98

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  1. Hua, Wei & Sohngen, Brent & Hite, Diane, 2005. "Assessing the Relationship Between Crop Choice and Land Use Change Using A Markov Model," 2005 Annual meeting, July 24-27, Providence, RI 19257, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  2. Jongeneel, Roel & Longworth, Natasha & Huettel, Silke, 2005. "Dairy Farm Size Distribution in East and West: Evolution and Sensitivity to Structural and Policy Variables: Case-Studies of the Netherlands, Germany, Poland and Hungary," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24772, European Association of Agricultural Economists. [Downloadable!]
  3. Paracchi, F. & Welch, F., 1992. "How Representative Are Matched Cross Sections? Evidence from the Current Population Survey," Working Papers 92-53, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    Other versions:
  4. Felteau, Claude & Lefebvre, Pierre & Merrigan, Philip & Brouillette, Liliane, 1997. "Conjugalité et fécondité des femmes canadiennes : un modèle dynamique estimé à l’aide d’une série de coupes transversales," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 233-263, mars-juin. [Downloadable!]
  5. Matthew T. Jones, 2005. "Estimating Markov Transition Matrices Using Proportions Data: An Application to Credit Risk," IMF Working Papers 05/219, International Monetary Fund. [Downloadable!]
  6. Jongeneel, Roel, 2002. "An Analysis of the Impact of Alternative EU Dairy Policies on the Size Distribution of Dutch Dairy Farms: an Information Based Approach to the Non-Stationary Markov Chain Model," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24892, European Association of Agricultural Economists. [Downloadable!]
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