Murphy-Topel Covariance Matrix for Eviews
6 Pages Posted: 18 Nov 2008
Date Written: November 14, 2008
An Eviews program is provided that computes the Murphy-Topel Covariance Matrix using Eviews. A dataset is provided to confirm the output, which is compared to the output of the procedure using STATA.
Keywords: Murphy, Topel, Covariance Matrix, Two-stage estimators, Maddala, Simultaneous Models
JEL Classification: C30, C35
Suggested Citation: Suggested Citation