Hello,
I am currently writing my thesis in Finance.
I want to compare the difference in Turnover rate between Male Investors/ Female investors and also between between Home-based investors and Foreign-Based investors.
Basically my model is as follows:
Turnover rate = Alpha + male/female + Home/Foreign
Turnover rate is a continous variable and male/female and Home/Foreign are dummy variables.
I have 300 investors in my sample over a 24 months period (however it is an unbalanced panel because I don't have the turnover for all the different months)
My question is:
Can I use a Fama Macbeth regression to test for these differences or is there a more suited regression.
so far I have used
xtfmb Turn Residence_Dumm1 Gender_Dumm1.
Thank you.
Yud
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