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st: Small N, small T monte carlo for static panels
From
Melvyn Weeks <[email protected]>
To
[email protected]
Subject
st: Small N, small T monte carlo for static panels
Date
Fri, 21 Dec 2012 15:12:28 +0000
Hello
I am conducting a monte carlo analysis evaluating the performance of a
number of static panel data estimators for a small T and small N setup.
Are there any examples of stata code, with specific reference to
simulating heteroscedastic and autocorrelated panel errors. I can see
how I might do this but interested in any existing examples
Many thanks
Melvyn
--
Dr. M. Weeks
Senior Lecturer in Economics
University of Cambridge
Fellow of Clare College
t. (+44) 01223 335260
f. (+44) 01223 335959
e. [email protected]
w. http://www.econ.cam.ac.uk/faculty/
DCM V2.0 http://www.econ.cam.ac.uk/DCM2/
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