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st: Feasible fixed effects GLS estimator


From   nicola.baldini2@unibo.it
To   statalist@hsphsun2.harvard.edu
Subject   st: Feasible fixed effects GLS estimator
Date   Sun, 13 Apr 2008 11:57:00 +0200

I casually had a look at Qian and Schmidt, 2003 [Economics Letters 79, 385392], who derive a feasible GLS estimator for the fixed effects panel data model. I have a large (500+) collection of user-written packages, but I can't find anyone implementing such method. Any suggestions?
Please note that I have access to Stata 9.2 only.
Thanks, 
Nicola


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