Markov models for digraph panel data: Monte Carlo-based derivative estimation
A parametric, continuous-time Markov model for digraph panel data is considered. The parameter is estimated by the method of moments. A convenient method for estimating the variance-covariance matrix of the moment estimator relies on the delta method, requiring the Jacobian matrix-that is, the matri...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2007
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