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The Stata Journal
Volume 21 Number 2: pp. 430-461

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Maximum likelihood estimation of an across-regime correlation parameter

Giorgio Calzolari
University of Firenze
Firenze, Italy
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 Maria Gabriella Campolo
University of Messina
Messina, Italy
[email protected]
Antonino Di Pino
University of Messina
Messina, Italy
[email protected]
 Laura Magazzini
Sant'Anna School of Advanced Studies
Pisa, Italy
[email protected]
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View all articles by these authors: Giorgio Calzolari, Maria Gabriella Campolo, Antonino Di Pino, Laura Magazzini

View all articles with these keywords: mlcar, mlcartestn, Roy model, endogenous switching, maximum likelihood, across-regime correlation

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