Search found 5 matches
- Tue Jan 22, 2013 3:28 pm
- Forum: Econometric Discussions
- Topic: Weighted Benchmark?
- Replies: 0
- Views: 1582
Weighted Benchmark?
Dear all, I am currently writing a research paper and have the following data available: Percentages of a certain asset class within one portfolio. EXAMPLE: 35% in equity, 65% in bonds Further more I have the total return of that portfolio. Now I want to create a synthetic benchmark. EXAMPLE: 35% x ...
- Tue Jan 22, 2013 3:24 pm
- Forum: Econometric Discussions
- Topic: OLS and cross-sectional / fixed effects and GLS weighting
- Replies: 2
- Views: 3396
Re: OLS and cross-sectional / fixed effects and GLS weightin
Thank you for your answer Glenn!
- Tue Jan 08, 2013 8:13 am
- Forum: Econometric Discussions
- Topic: OLS and cross-sectional / fixed effects and GLS weighting
- Replies: 2
- Views: 3396
OLS and cross-sectional / fixed effects and GLS weighting
Dear all, I am currently working with a panel data set and want to run an OLS regression on dependent variable y with independent variable x. The data set contains ~100 different groups (i.e. countries) and each has 10 years of observations. I want to control for cross sectional and period effects. ...
- Mon Jan 07, 2013 2:52 am
- Forum: Data Manipulation
- Topic: genr command (panel data)
- Replies: 3
- Views: 4713
Re: genr command (panel data)
thanks for your reply. i found my mistake and there was nothing wrong with the equation.
- Thu Jan 03, 2013 12:11 pm
- Forum: Data Manipulation
- Topic: genr command (panel data)
- Replies: 3
- Views: 4713
genr command (panel data)
dear all, i am trying to manipulate panel data, i.e. i have 10 years of observation per group and then a few cross sectional variables, like return of investment. i now want to generate a lagged variable, and i thought i just have to type "genr xlag = x(-1)" but it gives me "syntax er...
