New in Stata 14: Markov-switching models

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StataCorp LLC
36.6 هزار بار بازدید - 9 سال پیش - Markov-switching models for time-series data
Markov-switching models for time-series data are used when the parameters for the series do not remain constant over time.  Switching between states or regimes can be either abrupt or smooth.

This video provides a quick overview of the theory behind Markov models, the types of models you can estimate with the new mswitch command, and other statistics you can obtain, such as transition probabilities.

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9 سال پیش در تاریخ 1394/01/18 منتشر شده است.
36,684 بـار بازدید شده
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