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- Mon Jan 28, 2019 2:46 am
- Forum: Data Manipulation
- Topic: Creating quantile samples in paneldata
- Replies: 4
- Views: 6475
Creating quantile samples in paneldata
Hi all, I hope you can help me. I have constructed panel data om which i have monthly returns (x) for 500+funds, for which I will be doing three factor regression (y,z) to estimate the constant. Now I also have monthly data on a fourth variable (u). I want to create samples (quintiles) and attribute...