Non-stationary transition matrices: an overlooked issue in intra-distribution dynamics

DOI10.1016/j.econlet.2009.02.005zbMath1181.62194OpenAlexW2108190083MaRDI QIDQ1046330

María Hierro, Adolfo Maza

Publication date: 21 December 2009

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2009.02.005

zbMATH Keywords

stationaritytransition matrixChapman-Kolmogorov equation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• Statistical Inference about Markov Chains
• Empirics for growth and distribution: Stratification, polarization, and convergence clubs
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