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st: High Frequency Data with panel structure


From   sebastien.kraenzlin@bluewin.ch
To   statalist@hsphsun2.harvard.edu
Subject   st: High Frequency Data with panel structure
Date   Mon, 15 May 2006 15:08:19 +0200

Hi
I am currently analyzing a panel data set with high/multi fequency data,
namely interbank transactions. As interbank transactions have been conducted
more than once a day per bank - at some day a bank conducted 100 transactions
- if I tsset the data I get the error message that I have "repeated time
values within panel". Does anybody know how to handel this?
Many thanks!

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