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  • Doing endogenous regime switching regression

    Please can you help me with these questions?
    1. What STATA command can I use to run an endogenous regime switching regression by full information maximum likelihood method considering the impact of credit on consumption. I have credit borrowers and non-credit borrowers.

    2. What command can I use to check for the treatment effect under actual and counterfactual case.

    3. How can I check for heterogeneity among the borrwers and non-borrowers.

    Thank you
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