IDEAS home Printed from https://ideas.repec.org/a/inm/ormnsc/v12y1966i9p714-721.html
   My bibliography  Save this article

A Quadratic Programming Approach to the Estimation of Transition Probabilities

Author

Listed:
  • H. Theil

    (Econometric Institute, Rotterdam)

  • Guido Rey

    (Econometric Institute, Rotterdam)

Abstract

In a recent article L. G. Telser [Telser, L. G. 1963. Least-squares estimates of transition probabilities. Measurement in Economics: Studies in Mathematical Economics and Econometrics in Memory of Yehuda Grunfeld, Chapter 11, Stanford University Press, Stanford, California.] considered the problem of estimating transition probabilities in Markov processes from a set of observations on one-dimensional frequency distributions. The problem is to estimate the matrix of transition probabilities under the assumption that observations are confined to the shares of the n possibilities in successive periods. The present paper is an extension of the work of Goodman [Goodman, L. A. 1953. A further note on Miller's "finite Markov processes in psychology." Psychometrika 18 245-248.] and Telser.

Suggested Citation

  • H. Theil & Guido Rey, 1966. "A Quadratic Programming Approach to the Estimation of Transition Probabilities," Management Science, INFORMS, vol. 12(9), pages 714-721, May.
    • Handle: RePEc:inm:ormnsc:v:12:y:1966:i:9:p:714-721
    DOI: 10.1287/mnsc.12.9.714
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/mnsc.12.9.714
    Download Restriction: no
    File URL: https://libkey.io/10.1287/mnsc.12.9.714?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Paris, Quirino, 1979. "Inequality Restricted Least Squares By Linear Programming: Duality In Least-Squares Theory," Working Papers 225676, University of California, Davis, Department of Agricultural and Resource Economics.
    2. Florence Lindsay W & Fellingham Gilbert W & Vehrs Pat R. & Mortensen Nina P., 2008. "Skill Evaluation in Women's Volleyball," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 4(2), pages 1-16, April.
    3. Dent, Warren Thomas & Ballintine, Richard, 1971. "A Review Of The Estimation Of Transition Probabilities In Markov Chains," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 15(2), pages 1-13, August.
    4. Francois, Joseph & Spinanger, Dean, 2001. "With Rags to Riches but Then What? Hong Kong's T & C Industry vs. the ATC and China's WTO Accession," Conference papers 330928, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    5. W. Wilson & W. Koo & A. Carter, 1990. "Importer Loyalty In The International Wheat Market," Journal of Agricultural Economics, Wiley Blackwell, vol. 41(1), pages 94-102, January.
    6. Zhaonan Qu & Alfred Galichon & Johan Ugander, 2023. "On Sinkhorn's Algorithm and Choice Modeling," Papers 2310.00260, arXiv.org.
    7. Horowitz, Ira, 1996. "The evolving sectoral structure of Hong Kong," Journal of Asian Economics, Elsevier, vol. 7(1), pages 131-144.
    8. Torlak, Elvisa, 2004. "Foreign Direct Investment, Technology Transfer and Productivity Growth. Empirical Evidence for Hungary, Poland, Romania, Bulgaria and the Czech Republic," Conference papers 331189, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:ormnsc:v:12:y:1966:i:9:p:714-721. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.