MEANGROUP—Pooled Mean Group Estimation for Panel Data
Posted: Thu Apr 12, 2018 2:17 pm
@MEANSGROUP is a procedure for pooled mean group estimation for panel data. Pooled mean group estimates the coefficient vector of the regression by an equally-weighted average of the individual estimates. @SWAMY is a similar procedure, but does the Swamy random coefficients GLS estimator.
Detailed description
Detailed description