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st: Murphy Topel for OLS in first stage and in second stage
Dear Statalist,
can anybody give me a reference / a formula / Stata code for the standard
error correction in two-step estimations according to Murphy and Topel
(1985) when the first and the second stage are estimated by OLS?
In Murphy and Topel and other Papers, I only find formulas for the first
step estimated by maximum likelihood.
Thanks a lot,
Andi
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