MOVESTAY: Stata module for maximum likelihood estimation of endogenous regression switching models

Michael Lokshin and Zurab Sajaia ()

Statistical Software Components from Boston College Department of Economics

Abstract: This is an update of -movestay- as published in SJ5-3 (st0071_2), SJ5-1 (st0071_1) and SJ4-3 (st0071).

Language: Stata
Requires: Stata version 8
Keywords: switching regressions; endogeneity; maximum likelihood (search for similar items in EconPapers)
Date: 2006-04-06, Revised 2008-04-22
Note: This module should be installed from within Stata by typing "ssc install movestay". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Citations: View citations in EconPapers (5)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/movestay.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/movestay.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/movestay_d2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/movestay_p.ado program code (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s456710

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