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st: estimation of short run coefficient in panel data with small time series and large cross section


From   Prakash Singh <[email protected]>
To   statalist <[email protected]>
Subject   st: estimation of short run coefficient in panel data with small time series and large cross section
Date   Thu, 25 Oct 2012 11:13:54 +0530

Dear all

I have panel data with with small time points (6) and large cross
section (>500). I was wondering is  there any method to estimate short
run coefficients. I searched on net but could not any clue. I am
working on stata 10.1.

Your comments and help is required.



Regards
Prakash
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