ı tried to run xtcaec command for panel cointegreaion but interesting error would accur "Maximum number of iterations exceeded."

[Eyup TANIL]

ı tired to apply xtcaec command for panel cointegration tests. ı have T:29 N:39 data. my panels unbalanced. ı run this code as you see above;


xtcaec efc GDPpercapitaconstant2015US Foreigndirectinvestmentneti gdp2, select

Please wait....

Mean-group error correction models with variable cross-sectional averages
Following Chudik & Pesaran (2015); Gengenbach, Urbain & Westerlund (2015); Eberhardt & Presbitero (2015)

Group-specific lag selection enabled
Dependent variable y: efc



Panel EC-test:
-------------------------------------------------
d.y | Coef T-bar P-val*
---------------+---------------------------------
y(t-1) | -0.907 -3.199 <=0.1
-------------------------------------------------

Long-run average coefficients:
Maximum number of iterations exceeded.
r(498);



****//////<<<<>>>> I couldnt reach onether results for example long or short coeeficient. How can I solve this problem ?