Error occurs when applying jackknife on DCCE estimator (xtdcee2)

[Yee Qin Kon]

Hi everyone,

I would like to apply half-panel jackknife bias-correction method on panel ARDL model. However, the commands keep showing the following error:


. xtdcce2 LNGDPPC , lr(L.LNGDPPC K L REC FDI TR ) lr_options(ardl) crosssectional( LNGDPPC K L REC FDI TR ) cr_lags(2) fullsample jack
xtdcce_m_reg(): 3301 subscript invalid
xtdcce_m_reg(): - function returned error
<istmt>: - function returned error
r(3301);



. xtdcce2 LNGDPPC , lr(L.LNGDPPC K L REC FDI TR ) lr_options(ardl) crosssectional( LNGDPPC K L REC FDI TR ) cr_lags(2) fullsample jackknife
xtdcce_m_reg(): 3301 subscript invalid
xtdcce_m_reg(): - function returned error
<istmt>: - function returned error
r(3301);


It is much appreciated if anyone of you can help me on this.