Resumen
Se propone un modelo para datos de panel categóricos ordenados utilizando el supuesto de un proceso estocástico subyacente de Markov, continuo en el tiempo y de espacio discreto. La estimación de la matriz de transición tridiagonal estabiliza la implementación del método de máxima verosimilitud. La estimación de las tasas de intensidad es muy natural.
Citas
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