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Maximum likelihood estimation of endogenous switching regression models

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Author Info
Michael Lokshin (The World Bank)
Zurab Sajaia (The World Bank and Stanford University)

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Abstract

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.

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Publisher Info
Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 4 (2004)
Issue (Month): 3 (September)
Pages: 282-289
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Handle: RePEc:tsj:stataj:v:4:y:2004:i:3:p:282-289

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Related research
Keywords: movestay; endogenous variables; maximum likelihood; limited dependent variables; switching regression;

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  4. Cadot, Olivier & Dutoit, Laure & Olarreaga, Marcelo, 2005. "How Costly is it for Poor Farmers to Lift Themselves out of Subsistence?," CEPR Discussion Papers 5392, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  5. Essama-Nssah, B., 2006. "Propensity score matching and policy impact analysis - a demonstration in EViews," Policy Research Working Paper Series 3877, The World Bank. [Downloadable!]
  6. Nguyen, Quang, 2009. "choice of remuneration regime in fisheries: the case of Hawaii’s longline fisheries," MPRA Paper 13792, University Library of Munich, Germany. [Downloadable!]
  7. Amuedo-Dorantes, Catalina & Kimmel, Jean, 2008. "New Evidence on the Motherhood Wage Gap," IZA Discussion Papers 3662, Institute for the Study of Labor (IZA). [Downloadable!]
  8. John Yinger, 2009. "Hedonic Markets and Explicit Demands: Bid-Function Envelopes for Public Services, Neighborhood Amenities, and Commuting Costs," Center for Policy Research Working Papers 114, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
  9. Danzer, Alexander M. & Ulku, Hulya, 2008. "Determinants of Integration and its Impact on the Economic Success of Immigrants: A Case Study of the Turkish Community in Berlin," IZA Discussion Papers 3762, Institute for the Study of Labor (IZA). [Downloadable!]
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