Hello,
I'm doing a relatively simple analysis for a large group of banks for years 2011-2020. In particular, I measure the degree of competition between the banks in the sample.
The competition is measured by a statistic that sums up 4 parameters from a fixed effect regression.
What I would like to do is see whether the degree of competition changed over time. Tbh, I'm not sure how to do it.
I had an idea to break the sample into two or three, and see how this sum of the 4 parameters changes from across the cutoffs. However, this would require additional testing (perhaps a simple F-test (?)).
I would be grateful for anyone's guidance on how to proceed.
Best,
Francis
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