dimension of datafile for estimation

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dimension of datafile for estimation

Postby alexnomad » Wed Apr 29, 2009 7:43 am

Hello all.
Is it true that the number of columns in datafile (for estimation) should be larger than the number of rows (time observations).
if so, how I can estimate the model with two sub-samples, where the number of time observations is less than the number of columns in the datafile ?
Thanks
alexnomad
 
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