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st: TSCS estimator selection for unequally spaced data

From   "Greene, Kenneth F" <>
To   "" <>
Subject   st: TSCS estimator selection for unequally spaced data
Date   Mon, 28 Jul 2008 14:13:03 -0500

I have a small TSCS data set with 7 panels (countries) and 55 observations (elections) in total.  Elections occur in different years across countries, so no observations occur in the same year.  There are no missing data.

What estimator should I use?  Xtpsce seems to require shared time values across the panels.  Creating a fake time variable may artificially erase any contemporaneous correlation.  Xtreg, i(id) re works but I don't think it allow corrections for heteroskedasticity.  Any suggestions?


Kenneth F Greene
Assistant Professor
Department of Government
1 University Station - A1800
University of Texas at Austin
Austin TX 78712-0119
Tel. 512-232-7206
Fax 512-471-1061

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