Hi,
I am new to Stata and wanting to test for serial correlation in stock prices across the years 1990 to 2019 of 40 stocks from the FTSE 100.
I am wondering how I go about carrying out a serial correlation test to test the independence of UK stock prices.
How do I do a test which incorporates all stock prices from the 40 stocks from this unbalanced panel data set - to clarify I do not want to test individually the level of serial correlation in each stock but perform one test which incorporates all the stock prices from the stocks across the time period.
Thanks in advance,
Billy
Related Posts with Serial correlation test with unbalanced panel data (stock prices)
firm address to panel datadear all, I have data about companies' addresses, zip code, and state as follows. Where begQ and en…
Generating group variables under changing group constellationHello Statalisters, I have a dataset with each row equaling one team member (see below). These team…
Joint F test on interaction effectsHi everyone, For one of my papers, I am using Oaxaca decomposition method looking at caste differenc…
Intraclass correlation coefficient calculated by geeI am trying to report the ICC form a cluster clinical trial. The outcome is a dichotomous variable a…
Dealing with outliersGreetings Statalisters I'm conducting a research with panel data (6 years) about the impact of corp…
Subscribe to:
Post Comments (Atom)
0 Response to Serial correlation test with unbalanced panel data (stock prices)
Post a Comment