Dear All,
I need to work with some very large cross sectional time series datasets
(say 10000 obs on 2000 different variables). Can OX handle such big
datasets? From your experience which econometric software is best for
these sort of problems and can handle big data sets without problems?
IS PCGIVE PCFIML good in that respect?
Thanks for your help.
Best Regards
Kostas Skouras
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