求助regime switching

Someone would used Limdep soft to estimate about the endogenou switching regresion.

Reference:Lokshin, M. and Z. Sajaia (2004), “Maximum likelihood estimation of endogenous switching regression models,” Stata Jouranl, 4, 282–289.

Alene, Arega D. and V. M. Manyong (2007), “The effects of education on agricultural productivity under traditional and improved technology in northern Nigeria: an endogenous switching regression analysis,” Empirical Economics, 32, 41–159.

学习了,谢谢!

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macrouser 发表于 2008-7-12 00:29
补充一点，Stata中用来估计switching Regression Model的命令叫movestay，可以在Stata中的命令窗口中键入fi ...

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