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st: one year lag not allowed?


From   Xiaoheng Zhang <zhangx@tcd.ie>
To   statalist@hsphsun2.harvard.edu
Subject   st: one year lag not allowed?
Date   Mon, 27 Nov 2006 16:41:41 +0000

Dear all,

I have a balanced panel for 16 countries,10 years(1993 to 2002).I use the
following command to estimate a linear panel date model

. tsset id year
       panel variable:  id, 1 to 15
        time variable:  year, 1993 to 2002

. xtreg output l.taxrate,fe i(id)
time-series operators not allowed

What might be the problem?I checked the data set it is good,no missing value for
"output" and "taxrate" and they are balanced.Very odd.Thanks in advance.

Greetings,

Xiaoheng Zhang(Kevin)




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