MARKOVCI: Stata module for computing nonparametric bootstrapped confidence intervals for discrete time Markov chains

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

Statistical Software Components from Boston College Department of Economics

Abstract: markovci bootstraps randomly generated data sequences based on the transition probabilities from an underlying discrete time Markov chain (using randmarkovseq as the data generating process) and produces nonparametric confidence intervals.

Language: Stata
Requires: Stata version 11
Keywords: Markov chain model; discrete time Markov chain; transition table; simulation; bootstrap; confidence interval (search for similar items in EconPapers)
Date: 2025-04-30
Note: This module should be installed from within Stata by typing "ssc install markovci". 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/markovci.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/markovci.sthlp help file (text/plain)
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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