Hi,
I am trying to model determinants of corporate cash holdings for ~700 firms across 16 years. I have a long list of explanatory variables (10 control variables and 1 variable of interest). For estimating a dynamic panel (through xtdpdgmm/xtabond2), I need to put each explanatory variable in either of these categories: Pre-Determined, Exogenous and Endogenous. I would like to know how do I decide on the category to which a particular explanatory variable belongs. Examples (specially related to Corporate Finance) are most welcome.
Related Posts with Categorisation of Explanatory Variables in Dynamic Panel Estimations
constructing a vector of variables in order to make panel estimationHello everyone I have a set of indicators that represent my control variables I would like to create…
suest, mysuest, and multiple imputations...Hi all, First post here, but have been learning a lot from forum posts for a while. I'm using sues…
freduse errorWhen I use the freduse command I get the following error: . freduse gdp Java installation not f…
changing several currencies over multiple years to EUROHey, I am using stata (for the first time) for my thesis. At the moment I have got a large database …
Inputting value of previous rowsHello, I am new to Stata and currently using Stata 15.1. I am working on a project involving firms a…
Subscribe to:
Post Comments (Atom)
0 Response to Categorisation of Explanatory Variables in Dynamic Panel Estimations
Post a Comment