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Re: st: RE: Pooled mean group estimation in Stata

From   Ed Blackburne <>
Subject   Re: st: RE: Pooled mean group estimation in Stata
Date   Wed, 04 Oct 2006 09:33:11 -0500

Hello All,

Yes, a colleague and I have written a Stata program for Pooled Mean-Group estimation. Those interested may email me for more information (note, if you have emailed me recently and I did not respond, please resend your message -- I have had recent email problems).



blackburne at

Johanna Vogel wrote:

Dear Professor Shaffer,

many thanks for your help. I saw Professor Blackburne's posting too (sorry for failing to mention this), but I was unable to find -xtpmg- within Stata by searching all resources including the web, or any further information about it anywhere online. I'm not a very advanced user of Stata, so I wasn't sure what to make of this. I have emailed Professor Blackburne and am hoping for a reply, but I thought that maybe someone on Statalist knows any further details.

Many thanks again and sorry for the trouble.
Very best wishes,

-------- Original-Nachricht --------
Datum: Wed, 4 Oct 2006 10:55:10 +0100
Von: "Schaffer, Mark E" <>
Betreff: st: RE: Pooled mean group estimation in Stata


-----Original Message-----
From: [] On Behalf Of Johanna Vogel
Sent: Wednesday, October 04, 2006 10:04 AM
Subject: st: Pooled mean group estimation in Stata

Dear Statalist,

like Jennifer Grisorio in her post of 7th July 2006 (

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,

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

Hooray for search engines!


Prof. Mark E. Schaffer
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

Many thanks,
Johanna Vogel
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