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


From   Melvyn Weeks <mw217@cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Small N, small T monte carlo for static panels
Date   Fri, 21 Dec 2012 15:12:28 +0000

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

w.        http://www.econ.cam.ac.uk/faculty/

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

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