st: dynamic panel, error in command

[Paula Margaretic <paumargaretic@gmail.com>]

Dear all

I am trying to run a dynamic panel, but I have had problems to
estimate it. I want to use xtabond command. I have a panel of 12
individuals, daily data for 12 years.

The command line is

xtabond lembi USFFEFR RatN RatNGr  POS vix USCB USFTB3M Mktliq2
sigmavvol Teq Russia2 Brasil ford turkish2  CITIRAI argent, lags(2)
vce robust

The error I get is

obs must be between 61038 and 72816
r(198)

I ve tried several other possibilities, but I cant manage. Is there a
problem with the command line? or the amount of information, two many
years? too many variables?

I hope anyone can help me
Thanks
Paula

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/