pre-sample mean estimator.

Dear STATAlist users,

i am trying to use the following estimator that is not built into stata and I would appreciate any help in programming it (if possible, I am totally newbie to it).


More in detail, I have a series that is persistent over time and I have pre-sample information on the dependent variable (my dependent variable is a count data). Blundell, Griffith and Windmeijer proposes an estimator that utilises this pre-sample information is a moment estimator in the model



where yip is the pre-sample mean of y. The moment estimator solves the just identified sample moment conditions


and where .


My question is can the above estimator be programmed?


Best regards,
Mario







Individual effects and dynamics in count data models