I have panel data. I want to estimate the unrestricted VAR model, but when I type
. var wroa Fdirector Fexedic diffpaygap dummyfirst, lags(1/2)
I get a report of
repeated time values within panel r(451);
After that, I have used isid command to check whether identifier and time uniquely identify the data, and I received no news which is good. And I also check the duplicates as well and the result shows that 0 observations are duplicates.
What should I do next?
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