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Estimating Transition Probabilities From Panel Data

Author

Listed:
  • Dagenais, M.G.
  • Nakamura, A.
  • Nakamura, M.

Abstract

Cette Note Discute de L'estimation, Par la Methode du Maximum de Vraisemblance, des Probabilites Conditionneles Associees a des Evenements Dichotomiques, Lorsqu'on Utilise des Donnees de Panel et Qu'on Veut Tenir Compte des Caracteristiques des Individus. les Probabilites Conditionnelles Considerees Correspondent Tres Souvent a des Probabilites de Transition, Telle la Probabilite Qu'un Individu Travaille au Cours de la Periode 2, Etant Donne Qu'il Travaillait Ou Non Pendant la Periode 1. la Procedure D'estimation Suggeree Est Basee Sur L'approche de L'utilite Stochastique et Suppose Que L'on Dispose Pour Chaque Individu, de Donnees Se Rapportant Tant a la Periode 1 Qu'a la Periode 2.

Suggested Citation

  • Dagenais, M.G. & Nakamura, A. & Nakamura, M., 1985. "Estimating Transition Probabilities From Panel Data," Cahiers de recherche 8509, Universite de Montreal, Departement de sciences economiques.
    • Handle: RePEc:mtl:montde:8509
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