Hi, I have a sample (in long format) of 52 funds (id 1-52) with monthly returns (return), i also have market returns (market) and a time-variable (time from 2007m01 to 2016m12). I have managed to tell Stata that Im working with panel data with the command:
.
What i want to do is separate regressions for each id en two separate time periods, from 2007m1 to 2011m12 and from 2012m01 to 2016m12.
Im thinking about two loops that intuitively looks something like this:
and
I would be very thankfull if someone could help me out here.
Olle
Code:
xtset id time
What i want to do is separate regressions for each id en two separate time periods, from 2007m1 to 2011m12 and from 2012m01 to 2016m12.
Im thinking about two loops that intuitively looks something like this:
Code:
foreach id & time<2012m01 xtreg return market
Code:
foreach id & time>2011m12 xtreg return market
Olle
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