@article{Eberhardt:202124,
      recid = {202124},
      author = {Eberhardt, Markus},
      title = {Estimating panel time-series models with heterogeneous  slopes},
      journal = {Stata Journal},
      address = {2012},
      number = {199-2016-2809},
      pages = {13},
      year = {2012},
      abstract = {This article introduces a new Stata command, xtmg, that  implements three panel time-series estimators, allowing for  heterogeneous slope coefficients across group members: the  Pesaran and Smith (1995, Journal of Econometrics 68:  79–113) mean group estimator, the Pesaran (2006,  Econometrica 74: 967–1012) common correlated effects mean  group estimator, and the augmented mean group estimator  introduced by Eberhardt and Teal (2010, Discussion Paper  515, Department of Economics, University of Oxford). The  latter two estimators further allow for unobserved  correlation across panel members (cross-section  dependence).},
      url = {http://ageconsearch.umn.edu/record/202124},
      doi = {https://doi.org/10.22004/ag.econ.202124},
}