# Questions tagged [paneldata]

Panel data are multi-dimensional data involving measurements over time where observations are for the same subjects each time.

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### What can explain a wrong sign on difference-in-difference estimator?

I am trying to estimate the casual impact of treatment T on outcome Y based on an unbalanced panel data. The data consists of two subsamples: subsample A and subsample B. Based on context of the ...
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### In difference-in-difference method, should I code treatment exposure as 0 or missing for pre treatment rounds?

In my data, there are some pre-treatment rounds, and some post-treatment rounds. I use months of exposure to treatment in my analysis. So for post-treatment rounds, I have positive values for months ...
34 views

### How to estimate a system of equations with missing values in dependent variable with sureg?

I am trying to estimate vote shares of different parties. So, suppose I have 4 parties, each having its own column in the data set. Hence, the sum would be tending to 1. Now, if a party does not ...
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### Missing values in difference-in-differences

To give a background of the problem: I'm performing a difference-in-differences analysis to estimate the effect of a treatment, say A. I have a panel data with 5 rounds and about 3000 observations in ...
14 views

### Which countries should i remove from a panel data based on the coefficients for capital accumulation

My question may sound more econometrical than about economics at the begining, but it is the contrary. I am working with a panel data of about 150 countries and it is cointegrated. My variables are ...
67 views

### When I should concern if the number of observation varies quite a bit?

I am running an international regression, the number of observations and adjusted R-squared is as below In Column 1, we only consider the effect of a leniency law without any additional controls, and,...
20 views

### where can I download financial statements (or financial data) for firms in many industries in one shot?

I'm interested in doing some empirical analysis of firm's financial statements (such as asset, working capital, operating cost, etc) for many firms across industries over the past few years. Where can ...
34 views

### When to use dynamic panel data models

I recently got a comment that I should use dynamic panel data model instead of a static one because my outcome is likely to be serially correlated. I guess it makes sense for my application, but it ...
32 views

### Fixed effects vs first difference

Or more generally, what are the reasons for the absolute dominance of the fixed effects estimators to control for unobserved heterogeneity in large N, short T panel settings? I get that random effects ...
34 views

### Do people detrend panel data before estimation?

For a panel data i= entity and t= time, must the data be stationary for each country before estimation? Thus, should the data for each entity be detrended before estimation? Or maybe you should not ...
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### How to interpret fixed effects from a binary logit model in which all dependent variables are categorical? Marginal effects does not work

The study is on survey data from UK households with a lot of missing variables. I ran a logit regression to predict the probability of Y (binary variable)and estimated the corresponding marginal ...
64 views

### Why we need to add firm and year relating independent variables in two-way fixed effect model?

From what I know, these terms are very basic in econometrics but I still not yet fully got it. To me, year fixed effect is to control time-variant omitted variables and firm fixed effect is to control ...
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### Dummy Variables in Panel data

I am building a regression model on some panel data of sales and I am rather new to econometrics. I was thinking of introducing some indipendent variables built as Dummy1*Dummy2 . Is this new ...
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### Modelling the effect of crisis on unemployment

We want to estimate the effect of crises on a country's unemployment rate and distinguish the strength of this effect according to the debt level in a country (i.e. via the interaction effect crisis x ...
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### How can I obtain monthly unemployment by ethnicity by state for the US?

Grateful for any help, thoughts and direction.
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### Trade-off between "extent of controls" and "quasi-experimental"

I apologize in advance for a long and possibly misworded question. I am trying to get to something but I am not exactly sure how to explain it. Hopefully, you can bear with me and provide me with some ...
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### Missing trade and FDI data in Time Series

I want to run a panel VARX and some of my variables are bilateral trade and between countries in sub-Saharan Africa and China as well as FDI. Unfortunately the data I could find from official Chinese ...
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### How to solve duplicate couples error in unbalanced dataset

I am trying to perform a regression on unbalanced panel data in R. In order to set the data as panel data, I use the following code: ...