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:
http://ideas.repec.org/p/boc/usug05/06.html
Giovanni
--
Giovanni Bruno
Istituto di Economia Politica, Universit� Bocconi
Via U. Gobbi, 5, 20136 Milano
Italy
tel. + 02 5836 5411
fax. + 02 5836 5438
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