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 -