Zeszyt 27/2012

Kolegium Analiz Ekonomicznych oświadcza, że wersją pierwotną czasopisma jest wersja papierowa.

Monika Książek

Modele ukrytych łańcuchów Markowa jako metoda analizy danych panelowych

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Latent Markov models in panel data analysis

Abstract
In the present article the mixed latent Markov model with covariates was presented. Its formulation, estimation and assessment were presented. As an example of practical use a model was created for financial behaviour of polish households, for which the mixed latent Markov model is adequate in the light of financial behaviour theories. Having chosen the best model, the latent classes, latent states and the transitions between them were characterized and their dependencies on covariates were described. The model created allowed to assess some of financial behaviour theories, point out stimulants of saving and indebting and characterize social groups most exposed to financial problems.

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spis treści zeszytu 27

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