Murphy-Topel Covariance Matrix for Eviews

6 Pages Posted: 18 Nov 2008

See all articles by George S. Ford

George S. Ford

Phoenix Center for Advanced Legal & Economic Public Policy Studies

Date Written: November 14, 2008

Abstract

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

Ford, George S., Murphy-Topel Covariance Matrix for Eviews (November 14, 2008). Available at SSRN: https://ssrn.com/abstract=1301610 or http://dx.doi.org/10.2139/ssrn.1301610

George S. Ford (Contact Author)

Phoenix Center for Advanced Legal & Economic Public Policy Studies ( email )

5335 Wisconsin Avenue, NW
Suite 440
Washington, DC 20015
United States

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