[JanDitzen]

Dear George,
this error is strange. Can you please (once again) delete all xtdcce2 files from your PC.

I updated my github and the latest version (version 1.34 - will be hopefully shortly be on SSC as well) can be downloaded from:

net install xtdcce2, from(https://janditzen.github.io/xtdcce2/)

In the future I will post updates on github (hopefully using the stata package github) more frequently than on SSC.

[George Ioannou]

Hi Jan,

It now works like a charm (checked both in my work PC and two different laptops).

Thank you for all the help (and the extremely fast responses)!

[Elkhan Richard Sadik-Zada]

Hi Jan, xtdcce2 estimates also the coefficient of determination. This was not possible with xtpmg. How would you interpret R-sq of the (Dynamic) Common Correlated Effects Estimator - Pooled Mean Group calculated by xtdcce2.

[JanDitzen]

A working paper describing the estimation of long run coefficients using xtdcce2 is available as CEERP Working Paper No. 7 on the CEERP webpage.

[Eyup TANIL]

when our panel unbalanced, will we apply xtdcce2 for estimation?

[JanDitzen]

Yes, xtdcce2 works with unbalanced panels (up to a degree of course) as well.

Please see also the update announced here: https://www.statalist.org/forums/for...cd2-and-xtcse2

[Eyup TANIL]

there is a one question to you. how can ı delete old xtdcce2 commond to dowland new version xtdcce2. ı couldnt found this code files in the stata 17 files. (problem fixed)