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st: How to simulate several sets of panel data


From   Sonia Baños Caballero <[email protected]>
To   [email protected]
Subject   st: How to simulate several sets of panel data
Date   Tue, 01 Mar 2011 23:18:56 +0100

Hi everyone,
I have a panel data and I have estimated a Partial Adjustment Model, but now I need to simulate several sets of panel data to check whether the new estimated coefficients differ from those obtained with my initial panel data. I do not know how I can simulate sets of panel data to re-estimate my model with them. My Partial Adjustment Model have nine independent variables and I have to re-estimate this model by using the simulated sets of panel data.

Thank you in advance
Sonia

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