Estimation of Time-Varying Markov Processes with Aggregate Data

• 1 January 1977
• journal article
• Published by JSTOR in Econometrica
• Vol. 45  (1) , 183
• https://doi.org/10.2307/1913295

Abstract

Keywords

• VARYING MARKOV
• MARKOV PROCESSES
• AGGREGATE DATA
• ESTIMATION
• TIME VARYING