Search found 4 matches

by NimUnited
Tue May 01, 2018 3:24 am
Forum: Data Manipulation
Topic: How to split panel data into different terciles/subsample
Replies: 1
Views: 929

How to split panel data into different terciles/subsample

Hello, We have an unbalanced panel data that we want to split into three different terciles or subsamples based on one of the control variables (market value of assets). Do anyone know how to divide the data into three subsamples based on medians from market value of assets? It is a 10-year panel da...
by NimUnited
Fri Apr 20, 2018 12:39 pm
Forum: Estimation
Topic: Autocorrelation and heteroskedasticity in Panel Data
Replies: 9
Views: 1528

Re: Autocorrelation and heteroskedasticity in Panel Data

Hi Gareth,
We have clustering in both cross-section and in time. We use yearly time-dummies to fix the time-clustering. Would you recommend White Period to fix cross-section clustering?
Thanks in advance.
by NimUnited
Tue Mar 20, 2018 11:12 am
Forum: Estimation
Topic: Autocorrelation and heteroskedasticity in Panel Data
Replies: 9
Views: 1528

Re: Autocorrelation and heteroskedasticity in Panel Data

Do anyone has an answer for this? I truly hope to get some help.

Best regards
by NimUnited
Sun Mar 18, 2018 11:22 pm
Forum: Estimation
Topic: Autocorrelation and heteroskedasticity in Panel Data
Replies: 9
Views: 1528

Autocorrelation and heteroskedasticity in Panel Data

I am using Eviews 9, and I am having some troubles with panel data. I have a panel data set of 400 Companies with observations from 2007-2016. It is almost balanced, but not totally, i.e. I have some missing observations now and then. I have 2 questions: 1. How do I test for autocorrelation and hete...

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