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st: panel: within and between dimension/correlated effects
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?
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