I have a longer data set for my RHS variables than for my LHS ones in a VEC model, and I am attempting to gain degrees of freedom by changing a balanced panel data set into an unbalanced one.
So in version 6.0, I have added 4 observations to a dated panel data set via the Proc / Structure-Resize / @first-4 command. After that, I have filled in all the missing observations for the RHS variable, which will be used with 2 or more lags. (This involves filling it in for each cross-section identifier.)
Even when I can be sure that the current workfile page has the expanded range listed, and have confirmed that all of the series on this page have actually been updated (I can see the new observation entries), and the VEC estimation command has the new expanded range -- it keeps giving me the result for the original shorter range. This is what I cannot understand.
There are other problems -- some of the series in related pages (stacked or unstacked) I cannot get to the desired result by refreshing them -- the missing observations just read "NA." But the above is the main problem.
Will I have to start over to construct a new panel?
Adding observations to Panel Data
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