I have a problem with the implementation of LSDVC method on Stata software. I have two panels ( N=8 and T= 120 and N=16 and T=180), but when I am trying to implement the command the software say that there is an error of two many instrument. Can I reduce the number of lag with the command LSDVC?
I have a problem with the implementation of LSDVC method on Stata software. I have two panels ( N=8 and T= 120 and N=16 and T=180), but when I am trying to implement the command the software say that there is an error of two many instrument. Can I reduce the number of lag with the command LSDVC?