st: pseudo panels implementation in Stata

["Henrique Neder" <hdneder@ufu.br>]

Hello all,

Has anybody knows any code in Stata that deals with pseudo panels? I am
trying to work with some dynamic panel models using repeated cross section
data that are cluster samples. I had read the important paper from Verbeek
(?Pseudo Panels and repeated cross-sections? and ?Estimating Dynamic Models
from Repeated Cross-sections? ) but nothing implemented empirically in this
direction.  Surprisingly, it appears that there are no much development in
this field. An important question discussed in these papers is  that pseudo
panels are nothing more than models with IV were the instruments are dummy
variables referring to the  cohorts.  In these sense my intuition is that
the most of the Stata resources  dealing with panel data models (and
particularly with dynamic panel models), like xtreg, xtabond, xtabond2,
 could be used directed for pseudo panels, with the pertinent cautions.
  Any comments are  welcome.    

Henrique Neder
Professor Associado - Instituto de Economia  
Universidade Federal de Uberlândia
(34) 32309564 
Av. João Naves de Ávila, 2121 Campus Santa Monica
38400-902  Uberlândia   MG 






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