A question came up in the 
Stata forum 
regarding cross-references in markstat documents. 
If you are generating PDF via LaTeX, you can rely on LaTeX to handle numbering 
and references. I have written a short example showing how this can be done. 
Here are links to the script and resulting pdf file
A later question dealt with cross-referencing a table created with esttab. 
Hat tip to Giovanni Colitti for providing a solution: just use the title() 
option and include a LaTeX \label{id} when specifying the table title. 
For more information see the 
Stata forum post.
Unfortunately, these solutions work for LaTeX only. I have been looking for more general solutions that work with other output formats. So far the best I have found is Nicolai Yakimov’s pandoc-crossref filter, which you can find at https://github.com/lierdakil/pandoc-crossref. I am considering incorporating this filter in a future markstat update. Comments welcome.