Tuesday, April 23, 2019

Mixed frequency in panal data


Hello sir,

in my panel data dependent variable is monthly excess return but independent variables are annually so i wrote same value for each month to make a monthly panel sheet. but there is no monthly variation in independent variables. is my approach is correct or should I made yearly panel sheet?

I have attached below a screenshot of my data.

Thank you

Priya

No comments:

Post a Comment