Re: st: xtlsdvc, number of lags, time dummies

["Ivan Tasic" <tasic@neo.tamu.edu>]

Thanks, you helped a lot.

Time dimension is large, and this is why I wanted to try -xtlsdvc- to 
compare it to -xtreg, fe-. I started with Anderson-Hsiao, bias(3), and 
vcov(100). After some 24 hours I gave it up. I'll try it again (on someone 
else's computer :) ).

Ivan

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