Dear All, Does anyone happen to have Stata code for the interesting model in "Hsiao, Cheng, H. Steve Ching, and Shui Ki Wan. 2012. “A Panel Data Approach for Program Evaluation: Measuring the Benefits of Political and Economic Integration of Hong Kong with Mainland China.” Journal of Applied Econometrics 27 (5): 705–40. doi:10.1002/jae.1230".