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st: AW: dynamic panel, error in command

From   "Martin Weiss" <>
To   <>
Subject   st: AW: dynamic panel, error in command
Date   Tue, 14 Apr 2009 14:14:41 +0200


set trace on

and report the area surrounding the error...


-----Ursprüngliche Nachricht-----
[] Im Auftrag von Paula
Gesendet: Dienstag, 14. April 2009 09:37
Betreff: st: dynamic panel, error in command

Dear all

I am trying to run a dynamic panel, but I have had problems to
estimate it. I want to use xtabond command. I have a panel of 12
individuals, daily data for 12 years.

The command line is

xtabond lembi USFFEFR RatN RatNGr  POS vix USCB USFTB3M Mktliq2
sigmavvol Teq Russia2 Brasil ford turkish2  CITIRAI argent, lags(2)
vce robust

The error I get is

obs must be between 61038 and 72816

I ve tried several other possibilities, but I cant manage. Is there a
problem with the command line? or the amount of information, two many
years? too many variables?

I hope anyone can help me

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