RANDMARKOVSEQ: Stata module to compute a random sequence of values from an underlying discrete time Markov chain

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

Statistical Software Components from Boston College Department of Economics

Abstract: randmarkovseq generates a random sequence of values from an underlying discrete time Markov chain (DTMC). A DTMC is a sequence of random variables characterized by the Markov property which asserts that the distribution of the next state depends only on the current state and not any prior state. If the user specifies the option transition, a twoway table is produced to show the transitions from the current state to the next.

Language: Stata
Requires: Stata version 11
Keywords: Markov chain model; discrete time Markov chain; contingency table; simulation (search for similar items in EconPapers)
Date: 2025-04-04, Revised 2025-04-24
Note: This module should be installed from within Stata by typing "ssc install randmarkovseq". 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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http://fmwww.bc.edu/repec/bocode/r/randmarkovseq.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/randmarkovseq.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459439

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