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Panel data refers to multi-dimensional data frequently involving measurements over time in econometrics. It is also called longitudinal data in biostatistics.
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Event study using Panel data or Fixed effects
I am looking to analyse the impact (causal effect) of a conflict on firm valuation (using daily prices) for a sample of around 800 firms (I currently have this data over a sample period of around 365 …
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Panel Event Study
I want to perform a panel data event study using quarterly data. I have collected time series data on stock prices for approx. 1000 firms from 29 different industries over a 365 day period. My goal is …
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Firm Fixed Effects Model dropping Sector Dummies? Potential Solution?
For my thesis, I am using panel data with stock returns and other firm data. I first used an event study to calculate abnormal returns (with event window of 7 days so 7 observations for 500 firms) whi …