Tuesday, August 27, 2019

How to make irregularly spaced DATE as regularly spaced to use it on panel regression xtscc?

Hi

I have an unbalanced long panel in which my Date column (time ) is irregularly spaced . I wish to use xtscc and I am getting error -

Date is not regularly spaced . There are contemporaneous gaps across all subjects in Cross sectional ID.

Kindly suggest what should I do ? Basically I need to account for Cross sectional dependence in my panel .

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