st: Murphy and Topel correction and cluster adjustment

[Hongping Tan <hptan@uwaterloo.ca>]

QVF package provides the MTopel option to compute Murphy-Topel estimator 
of variance. Is it possible to adjust both MTopel and cluster at the 
same time? When I use MTopel option, I find the reported t-stat is too 
high compared to the case when I use CLUSTER option.  Besides, are you 
aware if there is any published paper that uses a bootstrap to solve the 
generated regressor problem?
Thanks,

Hongping Tan
Assistant Professor of Finance
School of Accounting and Finance
University of Waterloo

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