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st: tsset in xtabond2
I am trying to do a panel GMM estimation (using xtabond2
in Stata) using regional grouping dummies instead of
country dummies and the xtabond2 command needs the data to
be tsset. Thus, tsset (country-id year) is not what I want
and tsset (region-id year) is not working. Obviously, it
says "repeated time values within panel".
Can someone kindly help me with the right command for
tsset? Is tsset (year region-id) correct for my purpose?
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