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!
Search found 5 matches
- Tue May 19, 2020 2:23 am
- Forum: Estimation
- Topic: Covariance Analysis Tool for Panel Data
- Replies: 7
- Views: 7279
- 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 ...
- 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!
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!
- 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...
- 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...