MARKOVTHEOTRANS: Stata module to test whether a discrete time Markov chain is consistent with a theoretical transition matrix

Ariel Linden ()
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Ariel Linden: Linden Consulting Group, LLC

Statistical Software Components from Boston College Department of Economics

Abstract: markovtheotrans tests whether the transition matrix of a discrete time Markov chain (DTMC) is consistent with a theoretical transition matrix, according to Kullback et al. (1962). A non-significant chi-squared test indicates that the DTMC is consistent with the theoretical transition matrix.

Language: Stata
Requires: Stata version 11
Keywords: Markov chain; discrete time Markov chain; transition probabilities (search for similar items in EconPapers)
Date: 2025-06-21
Note: This module should be installed from within Stata by typing "ssc install markovtheotrans". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/markovtheotrans.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/markovtheotrans.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kulback.dta sample data file (application/x-stata)

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