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