Doing a quick scan of the code, I could not find commands that only
work on stata 9 (mvreg, for example, works even under stata 6).
Therefore, you can try this RISKY procedure (I take no
responsability!)
1) write: which xtfmb
2) write: doedit c:\ado\plus\x\xtfmb.ado
... or something like that (it depends on the folder that you get on step 1)
3) Replace the line "version 9.2" for "version 8.2", save.
... Run the command.
However, this command was not really tested under stata 8.2 so you
must be very careful.
Cheers,
Sergio
On 12/18/06, tabreez shams <[email protected]> wrote:
Dear all,
Much appreciate if anyone can help me in any programme
to execute the fama-macbeth procedure compatible to
stata 8.2 version. I found xtfmb but requires stata
9.2 minimum.
thanks in advance for any of your suggestion/comments.
Regards,
Shams
Monash University
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