Research projects

Project CEMAPRE internal

TitleApplication of nonlinear regression models to Markov Chain estimation
ParticipantsPedro V Matos, Vasco Oliveira, Nicoletta Rosati (Principal Investigator)
SummaryIn this project we propose the study of a regression approach to the estimation of transition
probabilities of a Markov Chain as a function of a set of explanatory variables. This approach
allows the study of the impact of changes in regressors on the dynamics of the Markov Chain, and
reaction at different percentiles of the regressors' distribution.