I run the following command: xtdpdsys Lnzscore CostIncomeRatio LiquidTotalassets Legal DGPpercapita ACTR CAPR SUP TA LI DISDummy Equitytotalassetsratio, lags(1) m > axldep(4) maxlags(2) pre(Legal DISDummy DGPpercapita ACTR CAPR SUP, lagstruct(2,2)) endog(l.Lnzscore, lagstruct(3,4)) artests(2). I then get the following error: "factor-variable and time-series operators not allowed". Can any one help figuring out where am getting it wrong on this? Many thanks and apologies in advance, am new user.
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