'------------ Pooled estimation with Groupwise Heteroskedasticity 
'   and cross sectional correlation, with and without iterating over sigma, using stratified data ------------ 
INPATH C:\Program Files\Betahat4.0
OPEN POOLSTR.DT2
USE 1 100

'Pooled with groupwise heteroskedasticity with cross sectional correlation.
POOL INVEST CONSTANT VALUE STOCK / STRAT=FIRM DN COR SITERS=0


'with iterations over Sigma
POOL INVEST CONSTANT VALUE STOCK / STRAT=FIRM DN COR SITERS=10000