My question is focused on finding the effect of the Brexit vote on the profitability of UK banks. I have a panel dataset of 833 banks (from countries of the EU and the OECD to ensure similar banking and economic systems) that have all their information available (necessary to run the Synthetic Control Code) for the period 2011-2018. My treatment period is 2016 which is the year that Brexit Vote happened.
An example of my synthetic control command is: synth ROAE Efficiencyofmanagement CapitalStrength Creditrisk Liquidityrisk SIZE ROAE(2011) ROAE(2013) ROAE(2015), trunit(2) counit(1 3(1)18 20 22 23 24 26 28 30(1)40 43(1)48 50 51 52 53 55(1)70) trperiod(2016) nested fig keep(HSBCholdingsROAE)
Until now, I have been able to run synthetic control on each UK bank in my dataset. However, I want to aggregate my results in order to obtain an overall graph of the UK banking industry with respect to the overall counterfactual but I have not been able to find the specific command available.
Related Posts with Synthetic Control Aggregating Data from firm level
Harrell's C stat after multiple imputationDear all, I am having problems figuring out how to calculate Harell's C-stat following stcox on imp…
Omitted variables in results using OLS modelDear All, I am analyzing data household level data and have included 10 provinces. I have also cate…
Contingent Valuation MethodHi! I am trying to make a study in regards to contingent valuation method using logit, which is in m…
When operate RIF-QR, does the command 'rifhdreg' contain a Gaussian kernel distribution?Generally, the Gaussian kernel distribution is recommended for RIF quantile regression. When I use …
Graph with mean attendance and variation in attendance to several training sessions, split by groupsDear Statalisters, I would love it if someone could help me solve the issue below. I try to give as…
Subscribe to:
Post Comments (Atom)
0 Response to Synthetic Control Aggregating Data from firm level
Post a Comment