st: lee, maddala trost Dmethods in switching models;

[John Harding <Johnh@sba.uconn.edu>]

Dear list;
In the 1979 Proceedings of the American Statistical Assoc.,  Lee, Maddala
and Trost published an article "Testing for Structural Change by D-methods
in Switching Simultaneous Equation Models".  Has anyone programmed the
formula from the appendix for the varaiance covariance matrix of the second
stage estimators?

Thank you
John


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/