Home  >>  Archives  >>  Volume 4 Number 3  >>  st0071

The Stata Journal
Volume 4 Number 3: pp. 282-289

Subscribe to the Stata Journal 		cover

Maximum likelihood estimation of endogenous switching regression models

Michael Lokshin
The World Bank
[email protected]
 Zurab Sajaia
The World Bank and Stanford University
[email protected]
Abstract.   This article describes the movestay Stata command, which implements the maximum likelihood method to fit the endogenous switching regression model.
Terms of use     View this article (PDF)

View all articles by these authors: Michael Lokshin, Zurab Sajaia

View all articles with these keywords: movestay, endogenous variables, maximum likelihood, limited dependent variables, switching regression

Download citation: BibTeX  RIS

Download citation and abstract: BibTeX  RIS