Dear collegues,
I have estimated a mean group (Pesaran and Smith 1995) panel data model with "xtmg" command and I want to impose linear restrictions on the coefficients (on the mean group ones, not on the ones of the individual panels). I have used the command "test" and it displays a result. However, I read the help file for "test" and there is no reference to its usage in panel data. Then, my question is: How to impose linear restrictions on coefficients estimated by "xtmg"?
Kind regards and thank you in advance,
Nicole
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