Good morning everybody,
I would like to create a kind of loop to perform and outofsample analysis for my monthly data adding one more...
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Negative R squared in IV regression
Good afternoon everyone,
I am running an instrumental variable regression for panel data with the command xtivreg2 and everything looks fine:...
 2 posts

Create a loop for regressions
Good morning everybody,
I have a dataset with 150 variables and I would like to create a loop to perform a regression for each of the variables...
 5 posts

Dynamic panel approach for large T
Hello everybody,
I have data for a small number of countries (12) and a large number of observations for each of them (500).Therefore I am...
 6 posts

Time dummies and time trend simultaneously
Hello everyone,
I would like to ask if it makes any sense to include time dummies and a time trend in the same specification model ....
 4 posts

Quantile regression with clustered errors
Good evening,
I would like to ask a question about quantile regression with clustered standard errors. I have read the paper from Parente...
 16 posts

drop variables or use dummies?
Good morning,
I have been running an analysis of the determints of the maturity structure for a bunch of firms using quantile regression....
 10 posts

How should I choose the quantiles in quantile regression ?
I am running a quantile regression where my dependent variable is the average debt maturity and I would like to know if there is a rule to select the...
 4 posts

Bootstrap for xtreg
I have read some papers in which they apply bootstrap tecniques for panel data regressions
For instance:
Bootstrap, reps (1000):...
 5 posts

Accumulated time dummies in GMM
I have usually used ordinary time dummies to take into account time effects in GMM but recently I have heard that it would be more appropiate to use accumulated...
 3 posts

IV or GMM?
I have a panel data set of 23 countries and 19 years , that provide an unbalanced panel data of 437 obs. My question is, which methodlogy is more appropiated...
 1 post

Cross tabs with tabout
I have written the following command in stata to analyze contrarian cases for quintiles:
tab qROE2009 qPatents2008, cell row col
...
 4 posts