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2004•The Stata Journal Promoting communications on statistics and StataOpen access

Maximum Likelihood Estimation of Endogenous Switching Regression Models

Michael Lokshin, Zurab Sajaia

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

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OpenAlex reports 961 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

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

Key concepts: Maximum likelihood, Regression analysis, Maximum likelihood sequence estimation, Estimation, Regression, Statistics, Econometrics, Computer science

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