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Gareth, thanks for your help. Now I have a different doubt. I'm running this regression with panel data with 10 years of data and more than 300 companies. The regressions are OK and the results are quite interesting, but the I have JB 4309.864(0.0000), which means that the residuals are not normally...

Ok, but there is something strange here. The structure of my file is the same as yours (second type, first page). Take a look: Empresa = State (you have 8 states/rows, I have 473 companies/rows) Variável = Variable (you have 6 rows, I have 33 variables/rows) Yr1940 = 2012 Yr1941 = 2011 (...) (at thi...

But is there a limit of rows? What do you suggest?

What is your cross-section identifier?

Empresa (company, in English)

Hei Gareth.

I'm using the second kind of data, but when I try to unstack, I receive the ID error (ID series do not uniquely identify workfile observations). Could you help me, please? The file goes attached.

Thank you!