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st: mvprobit with autocorrelation and unobserved heterogeneity


From   "Bilge Karatas" <b.karatas@avans.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: mvprobit with autocorrelation and unobserved heterogeneity
Date   Fri, 24 May 2013 18:35:07 +0200

Dear Statalisters,

I am estimating two structural equations having binary dependent variables
in a panel data setting with small N and large T using  -mvprobit- command.
 Is it possible to control for autocorrelation and unobserved heterogeneity
 in the error terms of each equation in this estimation?

Best Regards,

Bilge Karatas
Tilburg University

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