Dear Stata users,

I am conducting a study using a panel of 48 countries over 1981-2018.
The following code has been running for more than 6 hours and it seems more iterations are still being performed. Please, kindly advise if you have an idea what I should do.

Code:
 
. xtpmg d.PQX d.KOFGI d.GDP d.Capital d.HKI d.UNEMP , lr(l.PQX KOFGI GDP Capital HKI UNEMP ) ec(ECT) replace pmg
HTML Code:
                                                                                                                                                                                                                                                                                                                                                                               Iteration 0: log likelihood =                   2312.9153 (not concave)                                                         Iteration 1: log likelihood =                   2382.5214 (not concave)                                                         Iteration 2: log likelihood =                   2389.9953 (not concave)                                                         Iteration 3: log likelihood =                   2394.7483                                                       Iteration 4: log likelihood =                   2397.6672                                                       Iteration 5: log likelihood =                   2402.0133                                                       Iteration 6: log likelihood =                   2407.4369 (not concave)                                                         Iteration 7: log likelihood =                   2408.6084 (not concave)                                                         Iteration 8: log likelihood =                   2409.0009                                                       Iteration 9: log likelihood =                   2409.1748                                                       Iteration 10: log likelihood =                  2409.1997                                                       Iteration 11: log likelihood =                  2409.2538 (not concave)                                                         Iteration 12: log likelihood =                  2409.2538 (not concave)                                                         Iteration 13: log likelihood =                  2409.2538 (not concave)                                                         Iteration 14: log likelihood =                  2409.2538 (not concave)                                                         Iteration 15: log likelihood =                  2409.2538 (not concave)                                                         Iteration 16: log likelihood =                  2409.2538 (not concave)                                                         Iteration 17: log likelihood =                  2409.2538 (not concave)                                                         Iteration 18: log likelihood =                  2409.2538 (not concave)                                                         Iteration 19: log likelihood =                  2409.2538 (not concave)                                                         Iteration 20: log likelihood =                  2409.2538 (not concave)                                                         Iteration 21: log likelihood =                  2409.2538 (not concave)                                                         Iteration 22: log likelihood =                  2409.2538 (not concave)                                                         Iteration 23: log likelihood =                  2409.2538 (not concave)                                                         Iteration 24: log likelihood =                  2409.2538 (not concave)                                                         Iteration 25: log likelihood =                  2409.2538 (not concave)                                                         Iteration 26: log likelihood =                  2409.2538 (not concave)                                                         Iteration 27: log likelihood =                  2409.2538 (not concave)                                                         Iteration 28: log likelihood =                  2409.2538 (not concave)                                                         Iteration 29: log likelihood =                  2409.2538 (not concave)                                                         Iteration 30: log likelihood =                  2409.2538 (not concave)                                                         Iteration 31: log likelihood =                  2409.2538 (not concave)                                                         Iteration 32: log likelihood =                  2409.2538 (not concave)                                                         Iteration 33: log likelihood =                  2409.2538 (not concave)                                                         Iteration 34: log likelihood =                  2409.2538 (not concave)                                                         Iteration 35: log likelihood =                  2409.2538 (not concave)                                                         Iteration 36: log likelihood =                  2409.2538 (not concave)                                                         Iteration 37: log likelihood =                  2409.2538 (not concave)                                                         Iteration 38: log likelihood =                  2409.2538 (not concave)                                                         Iteration 39: log likelihood =                  2409.2538 (not concave)                                                         Iteration 40: log likelihood =                  2409.2538 (not concave)                                                         Iteration 41: log likelihood =                  2409.2538 (not concave)                                                         Iteration 42: log likelihood =                  2409.2538 (not concave)                                                         Iteration 43: log likelihood =                  2409.2538 (not concave)                                                         Iteration 44: log likelihood =                  2409.2538 (not concave)                                                         Iteration 45: log likelihood =                  2409.2538 (not concave)                                                         Iteration 46: log likelihood =                  2409.2538 (not concave)                                                         Iteration 47: log likelihood =                  2409.2538 (not concave)                                                         Iteration 48: log likelihood =                  2409.2538 (not concave)                                                         Iteration 49: log likelihood =                  2409.2538 (not concave)                                                         Iteration 50: log likelihood =                  2409.2538 (not concave)                                                         Iteration 51: log likelihood =                  2409.2538 (not concave)                                                         Iteration 52: log likelihood =                  2409.2538 (not concave)                                                         Iteration 53: log likelihood =                  2409.2538 (not concave)                                                         Iteration 54: log likelihood =                  2409.2538 (not concave)                                                         Iteration 55: log likelihood =                  2409.2538 (not concave)                                                         Iteration 56: log likelihood =                  2409.2538 (not concave)                                                         Iteration 57: log likelihood =                  2409.2538 (not concave)                                                         Iteration 58: log likelihood =                  2409.2538 (not concave)                                                         Iteration 59: log likelihood =                  2409.2538 (not concave)                                                         Iteration 60: log likelihood =                  2409.2538 (not concave)                                                         Iteration 61: log likelihood =                  2409.2538 (not concave)                                                         Iteration 62: log likelihood =                  2409.2538 (not concave)                                                         Iteration 63: log likelihood =                  2409.2538 (not concave)                                                         Iteration 64: log likelihood =                  2409.2538 (not concave)                                                         Iteration 65: log likelihood =                  2409.2538 (not concave)                                                         Iteration 66: log likelihood =                  2409.2538 (not concave)                                                         Iteration 67: log likelihood =                  2409.2538 (not concave)                                                         Iteration 68: log likelihood =                  2409.2538 (not concave)                                                         Iteration 69: log likelihood =                  2409.2538 (not concave)                                                         Iteration 70: log likelihood =                  2409.2538 (not concave)                                                         Iteration 71: log likelihood =                  2409.2538 (not concave)                                                         Iteration 72: log likelihood =                  2409.2538 (not concave)                                                         Iteration 73: log likelihood =                  2409.2538 (not concave)                                                         Iteration 74: log likelihood =                  2409.2538 (not concave)                                                         Iteration 75: log likelihood =                  2409.2538 (not concave)                                                         Iteration 76: log likelihood =                  2409.2538 (not concave)                                                         Iteration 77: log likelihood =                  2409.2538 (not concave)                                                         Iteration 78: log likelihood =                  2409.2538 (not concave)                                                         Iteration 79: log likelihood =                  2409.2538 (not concave)                                                         Iteration 80: log likelihood =                  2409.2538 (not concave)                                                         Iteration 81: log likelihood =                  2409.2538 (not concave)                                                         Iteration 82: log likelihood =                  2409.2538 (not concave)                                                         Iteration 83: log likelihood =                  2409.2538 (not concave)                                                         Iteration 84: log likelihood =                  2409.2538 (not concave)                                                         Iteration 85: log likelihood =                  2409.2538 (not concave)                                                         Iteration 86: log likelihood =                  2409.2538 (not concave)                                                         Iteration 87: log likelihood =                  2409.2538 (not concave)                                                         Iteration 88: log likelihood =                  2409.2538 (not concave)                                                         Iteration 89: log likelihood =                  2409.2538 (not concave)                                                         Iteration 90: log likelihood =                  2409.2538 (not concave)                                                         Iteration 91: log likelihood =                  2409.2538 (not concave)                                                         Iteration 92: log likelihood =                  2409.2538 (not concave)                                                         Iteration 93: log likelihood =                  2409.2538 (not concave)                                                         Iteration 94: log likelihood =                  2409.2538 (not concave)                                                         Iteration 95: log likelihood =                  2409.2538 (not concave)                                                         Iteration 96: log likelihood =                  2409.2538 (not concave)                                                         Iteration 97: log likelihood =                  2409.2538 (not concave)                                                         Iteration 98: log likelihood =                  2409.2538 (not concave)                                                         Iteration 99: log likelihood =                  2409.2538 (not concave)                                                         Iteration 100: log likelihood =                         2409.2538 (not concave)                                                         Iteration 101: log likelihood =                         2409.2538 (not concave)                                                         Iteration 102: log likelihood =                         2409.2538 (not concave)                                                         Iteration 103: log likelihood =                         2409.2538 (not concave)                                                         Iteration 104: log likelihood =                         2409.2538 (not concave)                                                         Iteration 105: log likelihood =                         2409.2538 (not concave)                                                         Iteration 106: log likelihood =                         2409.2538 (not concave)                                                         Iteration 107: log likelihood =                         2409.2538 (not concave)                                                         Iteration 108: log likelihood =                         2409.2538 (not concave)                                                         Iteration 109: log likelihood =                         2409.2538 (not concave)                                                         Iteration 110: log likelihood =                         2409.2538 (not concave)                                                         Iteration 111: log likelihood =                         2409.2538 (not concave)                                                         Iteration 112: log likelihood =                         2409.2538 (not concave)                                                         Iteration 113: log likelihood =                         2409.2538 (not concave)                                                         Iteration 114: log likelihood =                         2409.2538 (not concave)                                                         Iteration 115: log likelihood =                         2409.2538 (not concave)                                                         Iteration 116: log likelihood =                         2409.2538 (not concave)                                                         Iteration 117: log likelihood =                         2409.2538 (not concave)                                                         Iteration 118: log likelihood =                         2409.2538 (not concave)                                                         Iteration 119: log likelihood =                         2409.2538 (not concave)                                                         Iteration 120: log likelihood =                         2409.2538 (not concave)                                                         Iteration 121: log likelihood =                         2409.2538 (not concave)                                                         Iteration 122: log likelihood =                         2409.2538 (not concave)                                                         Iteration 123: log likelihood =                         2409.2538 (not concave)                                                         Iteration 124: log likelihood =                         2409.2538 (not concave)                                                         Iteration 125: log likelihood =                         2409.2538 (not concave)                                                         Iteration 126: log likelihood =                         2409.2538 (not concave)                                                         Iteration 127: log likelihood =                         2409.2538 (not concave)                                                         Iteration 128: log likelihood =                         2409.2538 (not concave)                                                         Iteration 129: log likelihood =                         2409.2538 (not concave)                                                         Iteration 130: log likelihood =                         2409.2538 (not concave)                                                         Iteration 131: log likelihood =                         2409.2538 (not concave)                                                         Iteration 132: log likelihood =                         2409.2538 (not concave)                                                         Iteration 133: log likelihood =                         2409.2538 (not concave)                                                         Iteration 134: log likelihood =                         2409.2538 (not concave)                                                         Iteration 135: log likelihood =                         2409.2538 (not concave)                                                         Iteration 136: log likelihood =                         2409.2538 (not concave)                                                         Iteration 137: log likelihood =                         2409.2538 (not concave)                                                         Iteration 138: log likelihood =                         2409.2538 (not concave)                                                         Iteration 139: log likelihood =                         2409.2538 (not concave)                                                         Iteration 140: log likelihood =                         2409.2538 (not concave)                                                         Iteration 141: log likelihood =                         2409.2538 (not concave)                                                         Iteration 142: log likelihood =                         2409.2538 (not concave)                                                         Iteration 143: log likelihood =                         2409.2538 (not concave)                                                         Iteration 144: log likelihood =                         2409.2538 (not concave)                                                         Iteration 145: log likelihood =                         2409.2538 (not concave)                                                         Iteration 146: log likelihood =                         2409.2538 (not concave)                                                         Iteration 147: log likelihood =                         2409.2538 (not concave)                                                         Iteration 148: log likelihood =                         2409.2538 (not concave)                                                         Iteration 149: log likelihood =                         2409.2538 (not concave)                                                         Iteration 150: log likelihood =                         2409.2538 (not concave)                                                         Iteration 151: log likelihood =                         2409.2538 (not concave)                                                         Iteration 152: log likelihood =                         2409.2538 (not concave)                                                         Iteration 153: log likelihood =                         2409.2538 (not concave)                                                         Iteration 154: log likelihood =                         2409.2538 (not concave)                                                         Iteration 155: log likelihood =                         2409.2538 (not concave)                                                         Iteration 156: log likelihood =                         2409.2538 (not concave)                                                         Iteration 157: log likelihood =                         2409.2538 (not concave)                                                         Iteration 158: log likelihood =                         2409.2538 (not concave)                                                         Iteration 159: log likelihood =                         2409.2538 (not concave)                                                         Iteration 160: log likelihood =                         2409.2538 (not concave)                                                         Iteration 161: log likelihood =                         2409.2538 (not concave)                                                         Iteration 162: log likelihood =                         2409.2538 (not concave)                                                         Iteration 163: log likelihood =                         2409.2538 (not concave)                                                         Iteration 164: log likelihood =                         2409.2538 (not concave)                                                         Iteration 165: log likelihood =                         2409.2538 (not concave)                                                         Iteration 166: log likelihood =                         2409.2538 (not concave)                                                         Iteration 167: log likelihood =                         2409.2538 (not concave)                                                         Iteration 168: log likelihood =                         2409.2538 (not concave)                                                         Iteration 169: log likelihood =                         2409.2538 (not concave)                                                         Iteration 170: log likelihood =                         2409.2538 (not concave)                                                         Iteration 171: log likelihood =                         2409.2538 (not concave)                                                         Iteration 172: log likelihood =                         2409.2538 (not concave)                                                         Iteration 173: log likelihood =                         2409.2538 (not concave)                                                         Iteration 174: log likelihood =                         2409.2538 (not concave)                                                         Iteration 175: log likelihood =                         2409.2538 (not concave)                                                         Iteration 176: log likelihood =                         2409.2538 (not concave)                                                         Iteration 177: log likelihood =                         2409.2538 (not concave)                                                         Iteration 178: log likelihood =                         2409.2538 (not concave)                                                         Iteration 179: log likelihood =                         2409.2538 (not concave)                                                         Iteration 180: log likelihood =                         2409.2538 (not concave)                                                         Iteration 181: log likelihood =                         2409.2538 (not concave)                                                         Iteration 182: log likelihood =                         2409.2538 (not concave)                                                         Iteration 183: log likelihood =                         2409.2538 (not concave)                                                         Iteration 184: log likelihood =                         2409.2538 (not concave)                                                         Iteration 185: log likelihood =                         2409.2538 (not concave)                                                         Iteration 186: log likelihood =                         2409.2538 (not concave)                                                         Iteration 187: log likelihood =                         2409.2538 (not concave)                                                         Iteration 188: log likelihood =                         2409.2538 (not concave)                                                         Iteration 189: log likelihood =                         2409.2538 (not concave)                                                         Iteration 190: log likelihood =                         2409.2538 (not concave)                                                         Iteration 191: log likelihood =                         2409.2538 (not concave)                                                         Iteration 192: log likelihood =                         2409.2538 (not concave)                                                         Iteration 193: log likelihood =                         2409.2538 (not concave)                                                         Iteration 194: log likelihood =                         2409.2538 (not concave)                                                         Iteration 195: log likelihood =                         2409.2538 (not concave)                                                         Iteration 196: log likelihood =                         2409.2538 (not concave)                                                         Iteration 197: log likelihood =                         2409.2538 (not concave)                                                         Iteration 198: log likelihood =                         2409.2538 (not concave)                                                         Iteration 199: log likelihood =                         2409.2538 (not concave)                                                         Iteration 200: log likelihood =                         2409.2538 (not concave)                                                         Iteration 201: log likelihood =                         2409.2538 (not concave)                                                         Iteration 202: log likelihood =                         2409.2538 (not concave)                                                         Iteration 203: log likelihood =                         2409.2538 (not concave)                                                         Iteration 204: log likelihood =                         2409.2538 (not concave)                                                         Iteration 205: log likelihood =                         2409.2538 (not concave)                                                         Iteration 206: log likelihood =                         2409.2538 (not concave)                                                         Iteration 207: log likelihood =                         2409.2538 (not concave)                                                         Iteration 208: log likelihood =                         2409.2538 (not concave)                                                         Iteration 209: log likelihood =                         2409.2538 (not concave)                                                         Iteration 210: log likelihood =                         2409.2538 (not concave)                                                         Iteration 211: log likelihood =                         2409.2538 (not concave)                                                         Iteration 212: log likelihood =                         2409.2538 (not concave)                                                         Iteration 213: log likelihood =                         2409.2538 (not concave)                                                         Iteration 214: log likelihood =                         2409.2538 (not concave)                                                         Iteration 215: log likelihood =                         2409.2538 (not concave)                                                         Iteration 216: log likelihood =                         2409.2538 (not concave)                                                         Iteration 217: log likelihood =                         2409.2538 (not concave)                                                         Iteration 218: log likelihood =                         2409.2538 (not concave)                                                         Iteration 219: log likelihood =                         2409.2538 (not concave)                                                         Iteration 220: log likelihood =                         2409.2538 (not concave)                                                         Iteration 221: log likelihood =                         2409.2538 (not concave)                                                         Iteration 222: log likelihood =                         2409.2538 (not concave)                                                         Iteration 223: log likelihood =                         2409.2538 (not concave)                                                         Iteration 224: log likelihood =                         2409.2538 (not concave)                                                         Iteration 225: log likelihood =                         2409.2538 (not concave)                                                         Iteration 226: log likelihood =                         2409.2538 (not concave)                                                         Iteration 227: log likelihood =                         2409.2538 (not concave)                                                         Iteration 228: log likelihood =                         2409.2538 (not concave)                                                         Iteration 229: log likelihood =                         2409.2538 (not concave)                                                         Iteration 230: log likelihood =                         2409.2538 (not concave)                                                         Iteration 231: log likelihood =                         2409.2538 (not concave)                                                         Iteration 232: log likelihood =                         2409.2538 (not concave)                                                         Iteration 233: log likelihood =                         2409.2538 (not concave)                                                         Iteration 234: log likelihood =                         2409.2538 (not concave)                                                         Iteration 235: log likelihood =                         2409.2538 (not concave)                                                         Iteration 236: log likelihood =                         2409.2538 (not concave)                                                         Iteration 237: log likelihood =                         2409.2538 (not concave)                                                         Iteration 238: log likelihood =                         2409.2538 (not concave)                                                         Iteration 239: log likelihood =                         2409.2538 (not concave)                                                         Iteration 240: log likelihood =                         2409.2538 (not concave)                                                         Iteration 241: log likelihood =                         2409.2538 (not concave)                                                         Iteration 242: log likelihood =                         2409.2538 (not concave)                                                         Iteration 243: log likelihood =                         2409.2538 (not concave)                                                         Iteration 244: log likelihood =                         2409.2538 (not concave)                                                         Iteration 245: log likelihood =                         2409.2538 (not concave)                                                         Iteration 246: log likelihood =                         2409.2538 (not concave)                                                         Iteration 247: log likelihood =                         2409.2538 (not concave)                                                         Iteration 248: log likelihood =                         2409.2538 (not concave)                                                         Iteration 249: log likelihood =                         2409.2538 (not concave)                                                         Iteration 250: log likelihood =                         2409.2538 (not concave)                                                         Iteration 251: log likelihood =                         2409.2538 (not concave)                                                         Iteration 252: log likelihood =                         2409.2538 (not concave)                                                         Iteration 253: log likelihood =                         2409.2538 (not concave)                                                         Iteration 254: log likelihood =                         2409.2538 (not concave)                                                         Iteration 255: log likelihood =                         2409.2538 (not concave)                                                         Iteration 256: log likelihood =                         2409.2538 (not concave)                                                         Iteration 257: log likelihood =                         2409.2538 (not concave)