Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Maximum likelihood estimation

From   Joseph Monte <>
To   statalist <>
Subject   st: Maximum likelihood estimation
Date   Tue, 12 Feb 2013 09:54:24 +0000

Dear Statalisters,

I need to do a maximum likelihood estimation very similar to that in
equations (1) and (2) on page 439 of Lowry et al. (2010). Note that
equation 2 has the same independent variables as equation 1. I would
appreciate it if someone would let me know the code I need to use with
the help of an example. I use Stata 12.


Lowry, M., Officer, M.S., Schwert, G.W., 2010. The variability of IPO
initial returns. The Journal of Finance 65, 425-465


*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index