Search Results - subject:"transition matrix"

Labour market dynamics and worker flows in India : impact of Covid-19

Chatterjee, Partha; Dev, Aakash - In: The Indian journal of labour economics : a quarterly … 66 (2023) 1, pp. 299-327

Persistent link: https://www.econbiz.de/10014251488

Finite-state Markov chains with flexible distributions

Lkhagvasuren, Damba; Bataa, Erdenebat - In: Computational economics 61 (2023) 2, pp. 611-644

Persistent link: https://www.econbiz.de/10014228455

Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model

Fan, Yanqin; Han, Fang; Park, Hyeonseok - In: Journal of econometrics 237 (2023) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10014471479

The evolution of built-up areas in Ghana since 1975

Fafchamps, Marcel; Shilpi, Forhad Jahan - 2020

or along roads. By fitting a transition matrix to the data, this paper predicts a sharp increase in the proportion of the …

Persistent link: https://www.econbiz.de/10012257307

Stressing of migration matrixes for International Financial Reporting Standard 9 and Internal Capital Adequacy Assessment Process Calculations

Witzany, Jiří - In: The journal of credit risk : published quarterly by … 18 (2022) 3, pp. 49-76

Persistent link: https://www.econbiz.de/10013549663

Subnational multidimensional poverty dynamics in developing countries : the cases of Ecuador and Uruguay

Obaco Álvarez, Moisés; Pontarollo, Nicola; Mendieta … - In: Journal of regional research (2022) 52/1, pp. 11-35

Persistent link: https://www.econbiz.de/10014280868

Transitions among states behind interactive agent model

Cheng, Po-Keng - In: Computational & mathematical organization theory 28 (2022) 1, pp. 27-51

Persistent link: https://www.econbiz.de/10013260230

A three-state Markov model for predicting movements of asset returns of a Nigerian Bank

Raheem, Maruf A.; Ezepue, Patrick O. - In: CBN Journal of Applied Statistics 07 (2016) 2, pp. 77-99

We present in this paper an alternative approach to determining and predicting the fluctuations in the daily prices and stock returns of a first-generation bank in the Nigerian Stock Market (NSM). The approach uses a three-state Markov to estimate the expected duration of the asset returns in...

Persistent link: https://www.econbiz.de/10011961648

Parallel convergence of income and educational achievements on a local level in Poland - Joint distribution dynamics

Wójcik, Piotr - 2016

distribution of income and educational achievements is analyzed with the use of a transition matrix generalized for the two …

Persistent link: https://www.econbiz.de/10011790078

Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data.

Zadrozny, Peter A. - 2016

Chen and Zadrozny (1998) developed the linear extended Yule-Walker (XYW) method for determining the parameters of a vector autoregressive (VAR) model with available covariances of mixed-frequency observations on the variables of the model. If the parameters are determined uniquely for available...

Persistent link: https://www.econbiz.de/10011480467