Hi guys,
writing my master thesis I am having lots of issues implementing time effects (standard in previous literature).
Parameters:
5900 Observations
Group of three countries
my do-file so far:
import excel "path" firstrow
format CDS_Financials %12.0g
format CDS_Sovereign %12.0g
egen countries = group(Country)
xtset countries Date, daily
xtreg Relative_Repo CDS_Sovereign CDS_Financials OIS i.Date, fe robust (dealing with high cross-correlation)
When i try to execute xtreg w/e i.Date everything works perfectly fine, as soon as I add it my programme (STATA 13) crashes.
I am dealing with
Hope you can help me!
Best regards,
Matthias
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