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st: panel: within and between dimension/correlated effects


From   MKF.Poschke@Student.Unimaas.NL
To   statalist@hsphsun2.harvard.edu
Subject   st: panel: within and between dimension/correlated effects
Date   Mon, 3 Feb 2003 10:23:16 +0100

Greetings,

I am estimating a macroeconomic panel data model, and I am looking for an
estimator that accomodates both the within and the between dimension.
Unfortunately, I cannot use -xtgls- since my data set is unbalanced. I don't
want to use simple OLS either since there are significant fixed effects. I
would like to use a correlated effects estimator like Chamberlain's Minimum
Distance one (1983, 1984), but do not know how (therefore my question
above). Can anyone give hints on this estimator, or know any alternatives?

Markus Poschke
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