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st: mvprobit with autocorrelation and unobserved heterogeneity
From
"Bilge Karatas" <[email protected]>
To
<[email protected]>
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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