English, Article, Journal or magazine article edition: Estimating double-hurdle models with dependent errors and heteroskedasticity Julian A. Fennema; Matthias Sinning

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Bookmark: http://trove.nla.gov.au/version/176048
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Estimating double-hurdle models with dependent errors and heteroskedasticity
Author
  • Julian A. Fennema
  • Matthias Sinning
Physical Description
  • preprint
Notes
  • This paper describes the estimation of the parameters of a double-hurdle model in Stata. It is shown that the independent double-hurdle model can be estimated using a combination of existing commands. Likelihood evaluators to be used with Stata’s ml facilities are derived to illustrate how to fit independent and dependent inverse hyperbolic sine double-hurdle models with heteroskedasticity.
  • RePEc:boc:dsug07:05
Language
  • English
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