Self-selection and direct estimation of across-regime correlation parameter

DOI10.1080/02664763.2016.1247789OpenAlexW961979988MaRDI QIDQ5138694

Antonino di Pino, Giorgio Calzolari

Publication date: 4 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: http://local.disia.unifi.it/wp_disia/2014/wp_disia_2014_04.pdf

zbMATH Keywords

maximum likelihoodsimultaneous equationsself-selectionacross-regime correlation parameterendogenous switching model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Point estimation (62F10) Monte Carlo methods (65C05)

Related Items (1)

Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach

Uses Software

• Stata
• movestay

Cites Work

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• The behavior of trust-region methods in FIML-estimation
• Learning about the across-regime correlation in switching regression models
• Measuring the unidentified parameter of the extended Roy model of selectivity
• Partial Identification of the Distribution of Treatment Effects in Switching Regime Models and its Confidence Sets
• Quasi-Newton Methods, Motivation and Theory
• Unionism and Wage Rates: A Simultaneous Equations Model with Qualitative and Limited Dependent Variables
• Maximum Likelihood Methods for Models of Markets in Disequilibrium

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