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st: RE: Pooled mean group estimation in Stata


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Pooled mean group estimation in Stata
Date   Wed, 4 Oct 2006 10:55:10 +0100

Johanna, 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Johanna Vogel
> Sent: Wednesday, October 04, 2006 10:04 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Pooled mean group estimation in Stata
> 
> Dear Statalist,
> 
> like Jennifer Grisorio in her post of 7th July 2006 
> (http://www.hsph.harvard.edu/cgi-bin/lwgate/STATALIST/archives
/statalist.0607/Author/article-168.html),
> I am interested to know how to implement pooled mean groups 
> estimation (Pesaran, Shin and Smith 1999, JASA) in Stata.
> 
> Does anyone know how to do this?

A little googling around on the keywords "xtpmg stata" reveals the following posting to Statalist,

http://www.stata.com/statalist/archive/2005-11/msg01089.html

in which the author of xtpmg, Ed Blackburne, kindly offers to share both the code and an associated paper.

Hooray for search engines!

Cheers,
Mark

Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University
Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3296 fax
http://www.sml.hw.ac.uk/cert

> 
> Many thanks,
> Johanna Vogel
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