动态空间杜宾面板数据模型问题可以用 stata中的xsmle来解决,这个命令是根据“A Spatial Dynamic Panel Data Model with Both Time and Individual Fixed Effects”这篇文章编写的,但该文中提到:This paper establishes asymptotic properties of quasimaximum likelihood estimators for spatial dynamic panel data with both time and individual
fixed effects when both the number of individuals n and the number of time periods T can be large. 想请教大家:如果维度不够,该怎么办?例如T=12,N=29,能够采用什么方法吗?如果维度不够,这个命令是不是就不能用了?那该怎么办呀?感谢解答!!