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st: pooled mean group estimator

Subject   st: pooled mean group estimator
Date   Mon, 07 May 2007 14:33:13 +0200

Dear statalist,
I am actually trying to work on estimating a model for inflation dynamics using
a panel of heterogeneous countries (using a sort of new keynesian hybrid
phillips curve). I would be very greatful if somebody could tell me whether or
not in stata there exists a command to implement the pooled mean group
estimator (Pesaran Shin Smith 1998).

Thanks a lot in advance,
Best regards

Sergio Sola

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