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Dear Sir, I am working with panel data with 11 countries. In order to estimate the MG estimator, I run 11 individual OLS regressions and calculated the unweighted average of the coefficients of each parameter in the model. How do I calculate the Standard Error of the Mean Group estimator? When prese...

Hi, I have two variables a and t for 19 countries for 11 years. I am trying to estimate the following as a pool estimation. test.ls dla_? @cxreg c dlog(t_?) log(a_?(-1))-log(t_?(-1)) Prior to this I had run this command test.genr dla_?=log(a_?/a_?(-1))which seems to work well. I am getting Near Sing...