TY  - EJOUR
AB  - This article describes the movestay Stata command, which implements the maximum likelihood method to fit the endogenous switching regression model.
AU  - Lokshin, Michael
AU  - Sajaia, Zurab
DA  - 2004
DA  - 2004
DO  - st0071
DO  - 10.22004/ag.econ.116249
DO  - Other
DO  - doi
EP  - 289
EP  - 282
ID  - 116249
IS  - 3
JF  - Stata Journal
KW  - Research Methods/ Statistical Methods
KW  - movestay
KW  - endogenous variables
KW  - maximum likelihood
KW  - limited dependent variables
KW  - switching regression
L1  - https://ageconsearch.umn.edu/record/116249/files/sjart_st0071.pdf
L2  - https://ageconsearch.umn.edu/record/116249/files/sjart_st0071.pdf
L4  - https://ageconsearch.umn.edu/record/116249/files/sjart_st0071.pdf
LA  - eng
LK  - https://ageconsearch.umn.edu/record/116249/files/sjart_st0071.pdf
N2  - This article describes the movestay Stata command, which implements the maximum likelihood method to fit the endogenous switching regression model.
PY  - 2004
PY  - 2004
SP  - 282
T1  - Maximum likelihood estimation of endogenous switching regression models
TI  - Maximum likelihood estimation of endogenous switching regression models
UR  - https://ageconsearch.umn.edu/record/116249/files/sjart_st0071.pdf
VL  - 04
Y1  - 2004
T2  - Stata Journal
ER  -