Dear Statalist,

I would be really grateful if could advise me an appropriate econometrics method or some useful references for my data analysis. Actually, I want to compare two countries' financial performance (the US and China) with may X variables. I tried POLS model with a dummy variable (0 for the US firms,1 for Chinese firms) however the regression output not giving me any meaningful results. Now I am considering PSM or difference in difference method however I am not sure whether it will work or not.

I am still searching for useful articles where authors compared two different countries and the methodology they have used. I will really appreciate you if you can provide me any relevant literature where they compared two countries or methodology they have used.

Thank you in advance for your support.