switchSelection

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CRANswitchSelectionMaRDI QIDQ158715FDOQ158715

Endogenous Switching and Sample Selection Regression Models

Bogdan Potanin

Last update: 23 August 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0.1, 1.0.0, 1.1.0, 1.1.1, 1.1.2

Estimate the parameters of multivariate endogenous switching and sample selection models using methods described in Newey (2009) <doi:10.1111/j.1368-423X.2008.00263.x>, E. Kossova, B. Potanin (2018) <https://ideas.repec.org/a/ris/apltrx/0346.html>, E. Kossova, L. Kupriianova, B. Potanin (2020) <https://ideas.repec.org/a/ris/apltrx/0391.html> and E. Kossova, B. Potanin (2022) <https://ideas.repec.org/a/ris/apltrx/0455.html>.





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