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RANDMARKOVSEQ: Stata module to compute a random sequence of values from an underlying discrete time Markov chain

Author

Listed:
  • Ariel Linden

    (Linden Consulting Group, LLC)

Programming Language

Stata

Abstract

randmarkovseq generates a random sequence of values from an underlying discrete time Markov chain (DTMC). A DTMC is a sequence of random variables characterized by the Markov property which asserts that the distribution of the next state depends only on the current state and not any prior state. If the user specifies the option transition, a twoway table is produced to show the transitions from the current state to the next.

Suggested Citation

  • Ariel Linden, 2025. "RANDMARKOVSEQ: Stata module to compute a random sequence of values from an underlying discrete time Markov chain," Statistical Software Components S459439, Boston College Department of Economics, revised 06 Apr 2025.
    • Handle: RePEc:boc:bocode:s459439
    Note: This module should be installed from within Stata by typing "ssc install randmarkovseq". 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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/e/randmarkovseq.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/e/randmarkovseq.sthlp
    File Function: help file
    Download Restriction: no
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