XTVAR & IRF CREATE with Bootstrap: Errors

[GM_nike2000]

Hi there,

This is my first post. I have been using STATA over the last 15 years.

I am using balanced panel data and try to run the following TWO commands but get errors I cannot decipher.
Any advice would be welcome.


(1) xtvar ΔUC_GGap ΔBirth_R ΔEMPR_F ΔEMPR_M ΔMYS_F ΔMYS_M ΔINC_Fshare, lags(2) maxldep(2) vce(boot, r(100) seed(10259))

RESULT:

. xtvar ΔUC_GGap ΔBirth_R ΔEMPR_F ΔEMPR_M ΔMYS_F ΔMYS_M ΔINC_Fshare, lags(2) maxldep(2) collapse vce(boot, r(100) seed(10259))
(running xtvar on estimation sample)

Bootstrap replications (100): xxxxxxxxxxx.xx.x...x.xxxxxxxx30xxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxx..xxxxxxxxxxxx.xxxxxxxxxxxxx.xxxxxxxx x done
x: Error occurred when bootstrap executed xtvar.

Then I also tried the following command (PS. without "bs", it works fine but normal SE):

(2) irf create COIRF, bs nod step(20) set(myirf1, replace)

RESULT:

. irf create COIRF, bs nod step(20) set(myirf1, replace)
(file myirf1.irf created)
(file myirf1.irf now active)
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxo ption model() required
r(198);

Kind regards,
George