Hallo everyone! I am using the fmols and dols command for my study. I have T 33 and N 20 unbalanced panel data, with heteroskedecasity, slope heterogeneity, no cross sectional depedendence, unit roots stationary at first differnece and co-integration (Westerlund). I get significant results when I run fmols, ccr and xtmg. but when I run dols I get this error: estimates post: matrix has missing values.
I have made sure to remove all missing observations and I still get this error. I am running a simple fmols and dols code: xtcointreg dep, indep indep indep, est(dols).
I am fairly new to this, please help me figure out where I am going wrong!
I have made sure to remove all missing observations and I still get this error. I am running a simple fmols and dols code: xtcointreg dep, indep indep indep, est(dols).
I am fairly new to this, please help me figure out where I am going wrong!
