panel data

  1. D

    Nonstationarity Panel Data

    I'm working with a panel dataset and unit root tests suggest that my dependent variable in nonstationary. I know that I can take first differences to try to deal this issue. When I do, my results are much different than those under a FE specification. I wonder whether this is due to my variables...
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    Should I test for a structural break?

    Brief background: I’m examining mediation rates in China. I have a panel dataset with N=24 provinces and T=30 years (1985-2014). For each province-year, I observe mediation rates and host of economic/demographic information. Anecdotal reports suggest that in 2006 or soon thereafter, the Chinese...
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    Which test is the most convincing?

    Brief background: I’m examining mediation rates in China (a form of dispute resolution). I have a panel dataset with N=24 provinces and T=30 years (1985-2014). For each province-year, I observe mediation rates and host of economic/demographic information. Anecdotal reports suggest that in 2006...
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    Forward stepwise regression procedure: application to panel data

    I am in the process of evaluating the importance of some factors in predicting stock returns. In this context, I would like to implement the forward stepwise regression methodology. My dataset is comprised of 13,000 securities with monthly data from 1984 to 2012. Since this is my first...
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    Panel Data Fixed Effects with year dummies

    Quick question. I'm working with an unbalanced international dataset. I'm using fixed effects because (at least mostly because) I want to allow for unobserved country specific effects. My question is regarding using dummies for each year in my equation. Much of the literature on my subject...
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    Help: Control Group Size & Use of Interactions

    I have beginning of year (BOY) and EOY individual literacy scores (0=NonLiterate, 1=Literate) for 10 schools (~4000 students) with an intervention literacy program. Individual students cannot be linked, but the data can be summarized to the percentage of students that are literate at BOY and...