Copula-based maximum-likelihood estimation of sample-selection models

Takuya Hasebe

Stata Journal, 2013, vol. 13, issue 3, 547-573

Abstract: I describe the commands heckmancopula and switchcopula, which implement copula-based maximum-likelihood estimations of sample-selection models. Copyright 2013 by StataCorp LP.

Keywords: heckmancopula; switchcopula; copula method; sample-selection models (search for similar items in EconPapers)
Date: 2013
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