articleThe Stata Journal Promoting communications on statistics and StataAug 1, 2004BRONZE OA

Maximum Likelihood Estimation of Endogenous Switching Regression Models

MLMichael LokshinZSZurab Sajaia

World Bank · Stanford University

Indexed incrossrefdatacite

Abstract

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

Citation impact

923
total citations
FWCI
10.46
Percentile
100%
References
4
Citations per year

Authors

2

Topics & keywords

Topics
Keywords
  • Maximum likelihood
  • Regression analysis
  • Maximum likelihood sequence estimation
  • Estimation
  • Regression
  • Statistics
  • Econometrics
  • Computer science
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