Search found 5 matches

by chriscross
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 ...
by chriscross
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. ...
by chriscross
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.
by chriscross
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...

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