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Re: st: xtlsdvc, number of lags, time dummies


From   "Ivan Tasic" <[email protected]>
To   <[email protected]>
Subject   Re: st: xtlsdvc, number of lags, time dummies
Date   Mon, 4 Jul 2005 21:07:09 -0500

Thanks, you helped a lot.

Time dimension is large, and this is why I wanted to try -xtlsdvc- to compare it to -xtreg, fe-. I started with Anderson-Hsiao, bias(3), and vcov(100). After some 24 hours I gave it up. I'll try it again (on someone else's computer :) ).

Ivan

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