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Re: st: Double hurdle model for Stata


From   "Julian Fennema" <[email protected]>
To   [email protected]
Subject   Re: st: Double hurdle model for Stata
Date   Fri, 31 Jan 2003 08:55:07 -0000

Olli-Pekka,

Not as yet, I believe. There have been a number of interested 
parties over time, when looking through the archives, but there 
does not seem to be an estimator. I'm writing one at the moment, 
but still a bit of debugging to go. If you want to have a copy to play 
with, I can send one.

Julian




From:           	"Olli-Pekka Ruuskanen" <[email protected]>
To:             	[email protected]
Subject:        	st: Double hurdle model for Stata
Date sent:      	Fri, 31 Jan 2003 09:52:14 +0200
Send reply to:  	[email protected]

> Dear STATA community
> 
> Is there a program for estimating Double Hurdle model for STATA? This
> model was first proposed by Gragg (1971) and subsequently it has been
> used for example by Deaton and Irish (1984), Jones (1992) and Garcia
> and Labeaga (1996). It is an extension to Heckman�s model with
> selectivity, which explicitly models non-participation and potential
> participation apart from the observed participation.
> 
> None of my attempts to find it in any of the archives and sites have
> succeeded. I would be grateful for any information.
> 
> Yours Sincerely
> 
> Olli-Pekka Ruuskanen
> Kampala, Uganda
> 
> 
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---------------------------------------------------------
Julian A. Fennema
CERT (Centre for Economic Reform and Transformation)
School of Management and Languages
Heriot-Watt University
Riccarton
Edinburgh EH14 4AS

Tel: +44 (0)131 451 3492
Fax: +44 (0)131 451 3296

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