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The Stata Journal
Volume 4 Number 3: pp. 282-289

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Maximum likelihood estimation of endogenous switching regression models

Michael Lokshin
The World Bank
mlokshin@worldbank.org
 Zurab Sajaia
The World Bank and Stanford University
zsajaia@worldbank.org
Abstract.   This article describes the movestay Stata command, which implements the maximum likelihood method to fit the endogenous switching regression model.
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View all articles with these keywords: movestay, endogenous variables, maximum likelihood, limited dependent variables, switching regression

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