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st: RE: High Frequency Data with panel structure
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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