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st: xtpmg error message


From   "Felix K Rioja" <[email protected]>
To   <[email protected]>
Subject   st: xtpmg error message
Date   Tue, 27 Mar 2007 16:06:13 -0400

I am getting a message:  "conformability error" when I attempt to run xtpmg (Pesaran et al's PMG estimator).
The data is a cross country panel including about 2500 obs.
The program reaches the 4th or 5th iteration before stopping and generating the error message.

Any thoughts?


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