Maximum likelihood estimation of endogenous switching regression models

被引：632

作者：

Lokshin, Michael ^{[1
]}

Sajaia, Zurab ^{[2
,3
]}

机构：

[1] World Bank, Res Dept, 1818 H St NW, Washington, DC 20433 USA

[2] World Bank, Washington, DC 20433 USA

[3] Stanford Univ, Stanford, CA 94305 USA

来源：

关键词：

st0071; movestay; endogenous variables; maximum likelihood; limited dependent variables; switching regression;

D O I：

10.1177/1536867X0400400306

中图分类号：

O1 [数学]; C [社会科学总论];

学科分类号：

03 ; 0303 ; 0701 ; 070101 ;

摘要：

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

引用

页码：282 / 289

页数：8