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?
Many thanks,
Johanna Vogel
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