Our contribution is focused on Latent Markov Models (LM) and some empirical applications in the econometrics context. In particular, we introduce the mathematical and statistical basic notions needed for both interpreting the output of a LM model and understanding the role of the parameters of the model. Furthermore, we present the issues that may arise whenever covariates (discrete or continuous) are inserted within the model. Finally, we present an empirical econometric application tailored at facing the problem of estimating material deprivation.
Dotto, F. (2023). Modelli Latent Markov per dati longitudinali: utilizzo in ambito econometrico e possibili estensioni. In C.V.P. Davide Romaniello (a cura di), GIORNATE DELLA RICERCA DEL DIPARTIMENTO DI ECONOMIA DI ROMA TRE [10.13134/979-12-5977-286-2/2].
Modelli Latent Markov per dati longitudinali: utilizzo in ambito econometrico e possibili estensioni
Francesco Dotto
2023-01-01
Abstract
Our contribution is focused on Latent Markov Models (LM) and some empirical applications in the econometrics context. In particular, we introduce the mathematical and statistical basic notions needed for both interpreting the output of a LM model and understanding the role of the parameters of the model. Furthermore, we present the issues that may arise whenever covariates (discrete or continuous) are inserted within the model. Finally, we present an empirical econometric application tailored at facing the problem of estimating material deprivation.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
