[R] breakpoints

2014-10-28 Thread Erasmo Papagni
lower than the one I specified. This case arises in Bai-Perron 2003 when they apply their methodology to the Phillips curve: the distance between the dates 1967 and 1975 is 8 years, and is equal to the minimum allowed. Thanks a lot Erasmo Papagni Departemnt of Economics University of Naples II

[R] MULTINOMIAL LOGIT WITH ENDOGENEITY

2014-01-18 Thread Erasmo Papagni
My aim is to estimate a multinomial model with some endogenous variables. I tried the control function approach but the results are rather bad. I am thinking to ML estimation. Is there a package I can use to estimate this model? Thanks a lot Erasmo Papagni Department of economics