Hi,
I've got two urgent questions:
1) Does anyone know how to implement Amemiya Generalized Least Squares
(AGLS)estimators for probit with panel data?
2)And how to obtain the Murphy and Topel asymptotic variance and
covariance matrix in stata after estimation with xtreg? I would like to
correct the var-cov matrix using the Murphy-Topel estimator.
I really need help.
Thanks,
Sofia.
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