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st: lee, maddala trost Dmethods in switching models;


From   John Harding <Johnh@sba.uconn.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: lee, maddala trost Dmethods in switching models;
Date   Tue, 11 Jun 2002 12:39:28 -0400

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


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