Panel data structure, possible missing Ids?

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jbashute
Posts: 2
Joined: Sun Jun 30, 2013 9:16 am

Panel data structure, possible missing Ids?

Postby jbashute » Sun Jun 30, 2013 9:27 am

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 around 2000 time periods per country (daily bond data). essentially i want to analyse the impact of rating announcements on bond spreads, so I plan to perform the following fixed country effects regression

spread= c+ spread(t-1) + interest rate + rating dummy.

I will not have access to eviews for a couple of days but i would very much like to know if I have prepared the data correctly for my analysis. Here is a sample of the stacked data (just austria, belgium and cyprus). Consider I have 17 countries in the entire dataset.

Thanks you in advance!
Attachments
testeviewsx.xlsx
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EViews Gareth
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Re: Panel data structure, possible missing Ids?

Postby EViews Gareth » Sun Jun 30, 2013 5:08 pm

Yep, that'll work.


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