why this commend doesn't work
xtpmg d.lnci d(1/2).lnci d.lnreer d.ir d.inf d.lngdp dummy_time if quarter > tq(2015q1), ec(ec) lr(l.lnci lnreer ir inf lngdp) mg replace
invalid new variable name;
variable name ec is in the list of predictors
r(110);
whereas with pmg and dfe estimation it was fine, and failed when estimating mg
xtpmg d.lnci d(1/2).lnci d.lnreer d.ir d.inf d.lngdp dummy_time if quarter > tq(2015q1), ec(ec) lr(l.lnci lnreer ir inf lngdp) mg replace
invalid new variable name;
variable name ec is in the list of predictors
r(110);
whereas with pmg and dfe estimation it was fine, and failed when estimating mg
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