Hello everyone,
I'm trying to answer the question if election poll standings influenced the stock price of international companies more than domestic ones. For this reason I'm trying to perform the follwing Diff-in-Diff analysis:
Rit = ß0 + ß1 Pollt + ß2 Inti + ß3 Pollt * Inti
I have the returns of about 300 Stocks for about 200 days each with the Poll data available for every day (so 200 values) and a measure of internationality available for every company (300 values), all available in separate Excel Spreadsheets. I'm now having trouble getting all the data in a format which can be used by STATA to perform the regression. I tried putting all the data in one Excel Sheet, but that turned out to be really messy. Also I haven't been able to perform the (Matrix-) multiplication of Pollt and Inti yet. I'm really unsure how to proceed now and appreciate any help.
Related Posts with Combine Time-series and Cross-sectional data for Diff-in-Diff
Correlation between two vectors- xtabond2: Model Evaluation
- Change in dependent variable suggests change in estimation method
- Problem in running regression with beta/coefficient that are estimated based on month, year, and country
- Instrumental variable estimation for panel data in case of heteroskedasticity and weak instruments
Subscribe to:
Post Comments (Atom)
0 Response to Combine Time-series and Cross-sectional data for Diff-in-Diff
Post a Comment