Good afternoon. I am applying xtabond2 to a dynamic panel data with 362 companies and dailly data since 1/1/1973 (more than 12.000 days per company. The panel has near 4800.000 records. The database file size is 1,8 GB. The code i am applying is:

" xtabond2 return_eur l1.return_eur d rsi v, gmmstyle(l.return_eur , collapse laglimits(1 2) equation(both)) ivstyle ( g c f, equation(both)) twostep robust noconstant small artests(2) nodiffsargan orthogonal"
the error message that i obtain from stata is "

quadcross(): 3900 unable to allocate working space
_H(): - function returned error
xtabond2_mata(): - function returned error
<istmt>: - function returned error
r(3900);"

It is just a memory problem that i have to solve increasing the memory RAM from my computer? Or is something wrong with the code. I have not created dummies for days because the data would increase enormously.

Thanks in advance and my best regards.
Pedro Reis
Viseu, Portugal