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


From   Melvyn Weeks <[email protected]>
To   [email protected]
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


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

Fellow of Clare College

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