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st: RE: High Frequency Data with panel structure

From   "Nick Cox" <>
To   <>
Subject   st: RE: High Frequency Data with panel structure
Date   Mon, 15 May 2006 15:03:35 +0100

Sounds very simple to me: your data 
do not appear to be panel data in Stata's sense. 

Panel data to Stata are perhaps best thought 
of as based on a set of individuals 
observed at a set of times. For each individual
at each time, there is at most one observation. 
The individuals can be people, companies, organisms, 
meteorological stations, etc. but they must 
maintain an identity throughout the dataset. 

What are your individuals? 


> 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?

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