Search found 2 matches
- Tue Jul 02, 2013 11:21 am
- Forum: Econometric Discussions
- Topic: Panel diagnostics/weights
- Replies: 0
- Views: 1625
Panel diagnostics/weights
I have run some preliminary regressions of my sovreign bond spread/credit rating fixed country effects model spread= c+ spread(t-1) + interest rate + rating dummy However, I am unsure which weights/covariance matrix to use. How would I go about deciding which, if any, to use, given that there are no...
- Sun Jun 30, 2013 9:27 am
- Forum: Data Manipulation
- Topic: Panel data structure, possible missing Ids?
- Replies: 1
- Views: 2063
Panel data structure, possible missing Ids?
Dear all Although I am comfortable with time series, I have never worked with panel data. I have followed EviewsGareth's posts on stacking data in excel, so I believe I have done it correctly. The only difference in my dataset form most other panel regression example i've found online is that I have...