التفاصيل البيبلوغرافية
| العنوان: |
Maximum likelihood estimation of an across-regime correlation parameter |
| المؤلفون: |
Giorgio Calzolari, Maria Gabriella Campolo, Antonino Di Pino, Laura Magazzini |
| المصدر: |
StataCorp LP, Stata Journal. 21(2):430-461 |
| سنة النشر: |
2021 |
| الوصف: |
In this article, we describe the mlcar command, which implements a maximum likelihood method to simultaneously estimate the regression coefficients of a two-regime endogenous switching model and the coefficient measuring the correlation of outcomes between the two regimes. This coefficient, known as the “across-regime” correlation parameter, is generally unidentified in the traditional estimation procedures. |
| نوع الوثيقة: |
redif-article |
| اللغة: |
English |
| DOI: |
10.1177/1536867X211025834 |
| الإتاحة: |
https://ideas.repec.org/a/tsj/stataj/v21y2021i2p430-461.html |
| رقم الأكسشن: |
edsrep.a.tsj.stataj.v21y2021i2p430.461 |
| قاعدة البيانات: |
RePEc |
