Search found 5 matches

by jespersweden
Tue May 19, 2020 2:23 am
Forum: Estimation
Topic: Covariance Analysis Tool for Panel Data
Replies: 7
Views: 7279

Re: Covariance Analysis Tool for Panel Data

I might just be wrong about that there exists a way to conduct a correlation matrix for panel data with respect to the autocorrelation. I am thankful for your help anyway, now I know that I probably was wrong.

Have a nice day!
by jespersweden
Mon May 18, 2020 6:30 am
Forum: Estimation
Topic: Covariance Analysis Tool for Panel Data
Replies: 7
Views: 7279

Re: Covariance Analysis Tool for Panel Data

Okay, I give it a try. As far as I know, calculating correlations between variables from a panel data set disregard that for the variables of the same unit (in my case, firm) may depend on its previous value, i.e. that autocorrelation most likely is present. Therefore, I wonder if there is a way to ...
by jespersweden
Sat May 16, 2020 3:10 am
Forum: Estimation
Topic: Covariance Analysis Tool for Panel Data
Replies: 7
Views: 7279

Re: Covariance Analysis Tool for Panel Data

Hi Gareth,

Thanks for your answer!

I see, so there is no way to calculate correlations between my variables with respect to panel data? In other words that the variables for the same unit (in my case, firm) will have some natural dependence?

Thanks in advance!
by jespersweden
Thu May 14, 2020 11:24 pm
Forum: Econometric Discussions
Topic: Interpretation of Linear Log Model
Replies: 0
Views: 6232

Interpretation of Linear Log Model

HI guys, I have some issues with interpreting one of my independent variables. The setup is as follows: Independent variable: log of R&D expenses Dependent variable: profit margin in decimal format (e.g. 0.13 and not 13 %) How do interpret the beta coefficient of the independent variable in this...
by jespersweden
Thu May 14, 2020 11:17 pm
Forum: Estimation
Topic: Covariance Analysis Tool for Panel Data
Replies: 7
Views: 7279

Covariance Analysis Tool for Panel Data

Hi everyone, I hope you can help me with this question. I am working on my master thesis using a dated panel set and I want to create a correlation matrix for my variables included in the regression. However, I cannot find where I conduct this correlation matrix with respect to that my data is panel...

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