Dear Professor Shaffer,
many thanks for your help. I saw Professor Blackburne's posting too (sorry for failing to mention this), but I was unable to find -xtpmg- within Stata by searching all resources including the web, or any further information about it anywhere online. I'm not a very advanced user of Stata, so I wasn't sure what to make of this. I have emailed Professor Blackburne and am hoping for a reply, but I thought that maybe someone on Statalist knows any further details.
Many thanks again and sorry for the trouble.
Very best wishes,
Johanna.
-------- Original-Nachricht --------
Datum: Wed, 4 Oct 2006 10:55:10 +0100
Von: "Schaffer, Mark E" <[email protected]>
An: [email protected]
Betreff: st: RE: Pooled mean group estimation in Stata
> Johanna,
>
> > -----Original Message-----
> > From: [email protected]
> > [mailto:[email protected]] On Behalf Of
> > Johanna Vogel
> > Sent: Wednesday, October 04, 2006 10:04 AM
> > To: [email protected]
> > Subject: st: Pooled mean group estimation in Stata
> >
> > Dear Statalist,
> >
> > like Jennifer Grisorio in her post of 7th July 2006
> > (http://www.hsph.harvard.edu/cgi-bin/lwgate/STATALIST/archives
> /statalist.0607/Author/article-168.html),
> > I am interested to know how to implement pooled mean groups
> > estimation (Pesaran, Shin and Smith 1999, JASA) in Stata.
> >
> > Does anyone know how to do this?
>
> A little googling around on the keywords "xtpmg stata" reveals the
> following posting to Statalist,
>
> http://www.stata.com/statalist/archive/2005-11/msg01089.html
>
> in which the author of xtpmg, Ed Blackburne, kindly offers to share both
> the code and an associated paper.
>
> Hooray for search engines!
>
> Cheers,
> Mark
>
> Prof. Mark E. Schaffer
> Director
> Centre for Economic Reform and Transformation
> Department of Economics
> School of Management & Languages
> Heriot-Watt University
> Edinburgh EH14 4AS UK
> 44-131-451-3494 direct
> 44-131-451-3296 fax
> http://www.sml.hw.ac.uk/cert
>
> >
> > Many thanks,
> > Johanna Vogel
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