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st: re: ipshin command

From   Kit Baum <>
Subject   st: re: ipshin command
Date   Sun, 20 Apr 2008 08:51:24 -0400

Adnen said

When i'm using ipshin command i have ERROR : sample may not contain
gaps, please how to resolve this error.

Ensure that the timeseries you are considering does not contain gaps. Sometime gaps occur because you have tsset incorrectly -- e.g. quarterly data on a monthly calendar. If not that, then either (a) use only the contiguous observations in the analysis, or (b) use some interpolation method to fill in the gaps. The -tsreport- command may be useful in diagnosing your problem.

coauthor -ipshin-

Kit Baum, Boston College Economics and DIW Berlin
An Introduction to Modern Econometrics Using Stata:

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