xtabond lags(1) error: no observations

[dapel]

Dear Forum Members,
I'm trying to estimate DPD with N = 18 and T= 4 balanced but with gabs. The only regressor is lag one of the dependent variable. The variable is already restring (numeric). After xtseting, I run xtabond lags(1) command but still got and error message: no observations. Any possible help on this? Please note: there are no cases of missing data.

Thanks,
Dapel

[E. David Aja]

You should post the actual command you executed so people have a better idea of what's going on, but the problem is likely related to the way your time variable is set. See this post, and look at the help for dates and times.

[dapel]

Thanks Dave. Here is the command I used " xtdpdsys consumption, lags(1) endog(consumption, lagstruct(1,.)) artests(2)" for the following periods, 1980, 1985, 1992 and 2004 balanced but irregularly spaced using Arrelano Bond Estimation