st: Pooled mean estimation code

[jennifer.grisorio@fastwebnet.it]

Does anyone know how to estimate the Pooled Mean Group (Pesaran, Shin and
Smith (1999)) with Stata?
In the Statalist archive I have read about the existence of an ado-file (xtpmg)
which should be used in this case, but unfortunately I haven't found it.


Thanks,


Jennifer Grisorio

Department of Economics, 
University of Bari



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