Maximum likelihood estimation of endogenous switching regression models
Michael Lokshin () and
Zurab Sajaia ()
Stata Journal, 2004, vol. 4, issue 3, 282-289
This article describes the movestay Stata command, which implements the maximum likelihood method to fit the endogenous switching regression model. Copyright 2004 by StataCorp LP.
Keywords: movestay; endogenous variables; maximum likelihood; limited dependent variables; switching regression (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:tsj:stataj:v:4:y:2004:i:3:p:282-289
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