Panel Data Error Correction Model

[Anita Hasli]

Dear Stata Listers

I need help with constructing a panel error correction model. Can someone guide me to a good article or site which i can learn how to construct a panel data error correction model and understand its components and charateristics.

[Anita Hasli]

Dear Stata Members
with regard to the error correction term, that ECT would be the lagged of the residual either the µ_it= the unit-specific error term. ԑ_it= idiosyncratic error component.? can hope someone can help with the clarification on which should be the ECT.

thank you

regards
Anita