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st: xtpcse regression

From   Bin Dong <>
Subject   st: xtpcse regression
Date   Sun, 18 Jul 2010 19:27:29 +1000

Dear all,

Stata tell me "no common time periods between panels" when I run
xtpcse with my firm-year panel. Actually I have three kinds of firms
in my data set. For the first kind, I have 2003-2008 data, For the
second kind, I have 2003-2007 data. And for the third kind of firms, I
have 2004-2008 data. I am wondering why Stata thinks there are no
common time periods between panels even if I cut all 2003 and 2008
data. Is there anyone who has an idea about it? Thank you very much in

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