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st: New package on SSC: -xtarsim-

From   Giovanni Bruno <>
Subject   st: New package on SSC: -xtarsim-
Date   Tue, 28 Jun 2005 09:23:58 +0200

Thanks to Kit Baum,  the -xtarsim- package 
is now available from SSC via

ssc install xtarsim

Stata 8.2 is required.

-xtarsim- creates artificial panel datasets for
use in Monte Carlo experiments as pseudo-random 
realizations from (possibly) AR(1) two-way 
linear panel data models. Start-up values are
generated from the stationary distribution of
the process using the McLeod and Hipel (1978)
procedure [McLeod, A.I., K.W. Hipel 1978. 
Simulation Procedures for Box-Jenkins Models.
Water Resources Research, 14, 969-975.]

The use of -xtarsim- is illustrated through: 1) 
examples built in the help file; 2) two ancillary
do files; 3) my SUGUK 2005 presentation:


Giovanni Bruno
Istituto di Economia Politica, UniversitÓ Bocconi
Via U. Gobbi, 5, 20136 Milano
tel. + 02 5836 5411
fax. + 02 5836 5438
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