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Maximum likelihood estimation of endogenous switching regression models

Author

Listed:
  • Michael Lokshin

    (The World Bank)

  • Zurab Sajaia

    (The World Bank and Stanford University)

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.

Suggested Citation

  • Michael Lokshin & Zurab Sajaia, 2004. "Maximum likelihood estimation of endogenous switching regression models," Stata Journal, StataCorp LP, vol. 4(3), pages 282-289, September.
  • Handle: RePEc:tsj:stataj:v:4:y:2004:i:3:p:282-289
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