MARKOVMEANRECURRENCE: Stata module to compute the mean recurrence time for an ergodic Markov chain

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

Statistical Software Components from Boston College Department of Economics

Abstract: markovmeanrecurrence computes the mean recurrence time for an ergodic Markov chain, which is the average time it takes for a process, starting from a specific state, to return to that same state (Grinstead and Snell, 2012).

Language: Stata
Requires: Stata version 11
Keywords: Markov chain; discrete time Markov chain; transition probabilities; Markov chain steady states; Markov chain mean recurrence time (search for similar items in EconPapers)
Date: 2025-07-18
Note: This module should be installed from within Stata by typing "ssc install markovmeanrecurrence". 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/m/markovmeanrecurrence.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/markovmeanrecurrence.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459474

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