Unbalanced Panel Data

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Unbalanced Panel Data

Postby WerMaximus » Sat May 23, 2015 11:05 am

Hi all,

first of all, I have next to none experience with eviews or statistical analysis in general, so let's please keep it as simple as possible. I just did a drag and drop, in step 3 it wants to know the basic structure and I am not sure, which one to pick.

My first question is, how do I correctly import unbalanced panel data? I read a bit through the forum and saw that similar cases were discussed, but I am really looking for a step by step explanation.

I am working on a paper for university and my goal is it to predict corporate defaults with the help of credit ratings. For this I am using eight variables (based on market and accounting information), as well as credit ratings of each of the three agencies. The data is quarterly. In the end I would like to run a logit regression and forecast defaults on a time horizon of 1,2,4 and 8 quarters.

For the 8 accounting/market variables I deleted all the blank entries. The dependent variable is either 0 for not default or 1 for default. All in all I have 382.157 firm quarters. Over the whole time period (12 years, from 2002 to 2014), there are around 14.000 firms. The only blank values in my data sample are for the credit ratings, when a firm is not rated.

Any help would be more then appreciated.

Best regards,


EViews Gareth
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Re: Unbalanced Panel Data

Postby EViews Gareth » Sun May 24, 2015 2:07 pm

Can you provide the data?
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