st: Estimating Dynamic Heterogenous Panels

["Grant Peter Kabango" <g.kabango.1@research.gla.ac.uk>]

Dear Statalist,

My model is of the following specification Yit = Yit-1 + Xit + eit , and would like to find out if, apart from 'xtpmg', there exists any other Stata command that would facilitate estimation of dynamic heterogenous models like mine.

Thanks,

Grant 


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