Dear statalisters,
I have a question concerning the type of data in my dataset.
I have data about five different bonds, with observations for the
time, the date and other variables, such as the bid and ask prices.
I would like to treat my data both as a time-series (i.e. paying no
attention to the type of bond) and as a panel-data.
However, when I use the command tsset I receive this message:
repeated time values in sample
r(451);
I think that this is due to the fact that I have the same date for
different times and for different variables,because, for example, I
have at the same date a bid price for a given time, an ask price for
the same data and time and so on.
Does anyone know how to solve the problem both for time-series and panel-date?
Thank you very much.
Best regards,
Bea
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