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Re: Re: st: Autocorrelation and heteroscedasticity following xtreg (Out of office)
From
"Sarah Tougher" <[email protected]>
To
"Christopher Baum" <[email protected]>, "[email protected]" <[email protected]>
Subject
Re: Re: st: Autocorrelation and heteroscedasticity following xtreg (Out of office)
Date
Thu, 20 Oct 2011 13:31:14 +0100
I am out of the office until November 7th. I have intermittent access to email, but will try to return your message as soon as possible.
>>> Christopher Baum <[email protected]> 10/20/11 13:30 >>>
<>
On Oct 20, 2011, at 2:33 AM, lreine wrote:
> After setting my panels using tsset, I typed xtserial x y z - the 'no
> observation' r(2000); pops up. I searched the statalist forum and It
> seems that many people have experienced this issue, but there's yet a
> solution to this. It has nothing to do with the data being unbalanced
> as I've tried xtserial both on an unbalanced panel and a balanced one.
> All my data are numerical, so there's no problem with that. Any idea?
xtserial uses a regression in first differences. What do you get if you
summ D.x D.y D.z ??
It could be that you do not have the 'delta' parameter on asset correct, so that indeed there are no observations on the differenced series. This does not stop xtreg,fe, but it will prevent a regression in FDs from working.
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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