Displaying 1 result from an estimated 1 matches for "topel".
Did you mean:
tope
2007 Oct 30
1
Some matrix and sandwich questions
...onal weighting matrix?
(This would be similar to the "matrix accum" commands in Stata if that
gives any useful guidance regarding the desired product.)
4) Is there a straightforward way to implement the computation of the
variance covariance matrix for two-step estimation per Murphy and
Topel (1985)? That aim is the underlying reason for questions
(1)-(3).
Thank you very much for your consideration.
Best,
Michael
--
Michael Ash, Associate Professor
of Economics and Public Policy
Department of Economics and CPPA
University of Massachusetts
Amherst, MA 01003
Tel +1-413-545-6329 Fa...