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st: AW: dynamic panel, error in command
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HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Paula
Margaretic
Gesendet: Dienstag, 14. April 2009 09:37
An: [email protected]
Betreff: st: dynamic panel, error in command
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
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