st: Small N, small T monte carlo for static panels

[Melvyn Weeks <mw217@cam.ac.uk>]

Hello

I am conducting a monte carlo analysis evaluating the performance of a 
number of static panel data estimators for a small T and small N setup.

Are there any examples of stata code, with specific reference to 
simulating  heteroscedastic  and autocorrelated panel errors. I can see 
how I might do this but interested in any existing examples

Many thanks
Melvyn


--
Dr. M. Weeks
Senior Lecturer in Economics
University of Cambridge

Fellow of Clare College

t. (+44) 01223 335260
f. (+44) 01223 335959

e.        mw217@econ.cam.ac.uk

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DCM V2.0  http://www.econ.cam.ac.uk/DCM2/

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