Hi,
I want to estimate a dynamic paneldata model with the following code, but
unfortenately I received the error message below.
form<-PB~Activity+Solvency+Cap_Int
dynpanel<-pgmm(dynformula(form,list(1,1,1,1)),data=panel[1:2185,1:37],effect="twoways",model="onestep",index=c("Aktie","Datum"),gmm.inst=~PB,lag.gmm=list(c(2,12)),transformation="ld")
Fehler in FUN(X[[1L]], ...) : Indizierung au?erhalb der Grenzen
dim(panel)
[1] 34086 37
Best regards, Marco
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