Dear all,

I am learning Stata and trying to find out how to use the xtdcce2?

I installed xtdcce2 version 2.

I employed 21 countries and 48 years of annual data.

The Dynamic Common Correlated Effects Estimator employed to estimate using Jackknife bias corrections method.

However, the command keeps showing the following error.

. xtdcce2 lrgdpna L.lrgdpna lhc lemp, cr(lrgdpna lhc lemp) cr_lags(4) res(residuals) jack
m_xtdcce_solver(): 3499 selectindex() not found
xtdcce_m_partialout(): - function returned error
<istmt>: - function returned error

. xtdcce2 lrgdpna L.lrgdpna lhc lemp, cr(lrgdpna lhc lemp) cr_lags(4) res(residuals) rec
m_xtdcce_solver(): 3499 selectindex() not found
xtdcce_m_partialout(): - function returned error
<istmt>: - function returned error

Could you suggest me the way out?