I am currently trying to estimate a dynamic panel model using the xtscc command to provide robustness in terms of heteroscedasticity and correlation however every time I try to execute the command I get the following message:
xtscc mllev l.mllev rate cashassets ebitta size medlev infl tangta yr*
invalid syntax
r(197);
mllev is dependent variable. Does anyone know what the issue could be?? Has anyone had this experience? (The data is set as xtset).
Thanks in advance.
Colm.
Colm.
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