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MOVESTAY: Stata module for maximum likelihood estimation of endogenous regression switching models

Author

Listed:
  • Michael Lokshin

    (World Bank)

  • Zurab Sajaia

    (World Bank)

Programming Language

Stata

Abstract

This is an update of -movestay- as published in SJ5-3 (st0071_2), SJ5-1 (st0071_1) and SJ4-3 (st0071).

Suggested Citation

  • Michael Lokshin & Zurab Sajaia, 2006. "MOVESTAY: Stata module for maximum likelihood estimation of endogenous regression switching models," Statistical Software Components S456710, Boston College Department of Economics, revised 22 Apr 2008.
    • Handle: RePEc:boc:bocode:s456710
    Note: This module should be installed from within Stata by typing "ssc install movestay". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/m/movestay.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/m/movestay.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/m/movestay_d2.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/m/movestay_p.ado
    File Function: program code
    Download Restriction: no
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    Citations

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    Cited by:

    1. Huynh, Kim P. & Schmidt-Dengler, Philipp & Stix, Helmut, 2014. "Whenever and Wherever: The Role of Card Acceptance in the Transaction Demand for Money," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 472, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    2. Schmidt-Dengler, Philipp & Stix, Helmut & Huynh, Kim P., 2014. "The Role of Card Acceptance in the Transaction Demand for Money," CEPR Discussion Papers 10183, C.E.P.R. Discussion Papers.
    3. SeEun Jung, 2017. "The gender wage gap and sample selection via risk attitudes," International Journal of Manpower, Emerald Group Publishing Limited, vol. 38(2), pages 318-335, May.

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