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st: Murphy Topel for OLS in first stage and in second stage


From   "Andreas Tiltag" <tiltag@iaaeg.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Murphy Topel for OLS in first stage and in second stage
Date   Wed, 1 Oct 2008 15:11:41 +0200

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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