I'm trying to do a regression on my panel data. Say I have T=3500 days of data and N=125 firms. Since Matlab get's major memory issues (which I try to prevent by the usual solutions as seen on the ...
I read conflicting opinions about the inclusion of lagged dependent variables in modeling, and I guess it is partly up to the researcher and depending on the scope and goal of the research. I'm ...
I am trying to estimate cost function for 15 mutual funds: equity funds, bond funds and real estate funds in EViews. I have 15 mutual funds and data for Net Asset Value (NAV), 1 year performance as a ...
I have data of 15 pension funds over 10 years. I want to analyze the relationship between the funding ratio of a pension fund and the asset allocation. First, I do the analysis with the proportion of ...