Search found 4 matches
- Tue May 01, 2018 3:24 am
- Forum: Data Manipulation
- Topic: How to split panel data into different terciles/subsample
- Replies: 1
- Views: 2989
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...
- Fri Apr 20, 2018 12:39 pm
- Forum: Estimation
- Topic: Autocorrelation and heteroskedasticity in Panel Data
- Replies: 9
- Views: 14824
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.
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.
- Tue Mar 20, 2018 11:12 am
- Forum: Estimation
- Topic: Autocorrelation and heteroskedasticity in Panel Data
- Replies: 9
- Views: 14824
Re: Autocorrelation and heteroskedasticity in Panel Data
Do anyone has an answer for this? I truly hope to get some help.
Best regards
Best regards
- Sun Mar 18, 2018 11:22 pm
- Forum: Estimation
- Topic: Autocorrelation and heteroskedasticity in Panel Data
- Replies: 9
- Views: 14824
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...