st: Simultaneous equations switching regression model

From	"Hui Wang" <[email protected]>
To	[email protected]
Subject	st: Simultaneous equations switching regression model
Date	Tue, 07 Feb 2006 05:06:04 +0000

Hello,

I wonder if there is any command in stata which allow me to estimate a simultanous equation system where one of the equation's constant is shifting and following a Bernoulli distrbution. The reference I read says that it can be estimated using Kiefer's algorithm. (or E-M algorithm).

Thank you.

Jackie

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