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Maximum likelihood estimation of endogenous switching regression models

Author

Listed:
  • Lokshin, Michael
  • Sajaia, Zurab

Abstract

This article describes the movestay Stata command, which implements the maximum likelihood method to fit the endogenous switching regression model.

Suggested Citation

  • Lokshin, Michael & Sajaia, Zurab, 2004. "Maximum likelihood estimation of endogenous switching regression models," Stata Journal, StataCorp LP, vol. 4(3), pages 1-8.
  • Handle: RePEc:ags:stataj:116249
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    File URL: http://ageconsearch.umn.edu/record/116249/files/sjart_st0071.pdf
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    References listed on IDEAS

    as
    1. Mincer, Jacob & Polachek, Solomon, 1974. "Family Investment in Human Capital: Earnings of Women," Journal of Political Economy, University of Chicago Press, vol. 82(2), pages 76-108, Part II, .
    2. Lee, Lung-Fei, 1978. "Unionism and Wage Rates: A Simultaneous Equations Model with Qualitative and Limited Dependent Variables," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 415-433, June.
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    Keywords

    Research Methods/ Statistical Methods;

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