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st: Regression analysis using monthly data

From   "Pavlos C. Symeou" <>
Subject   st: Regression analysis using monthly data
Date   Thu, 29 May 2008 12:53:02 +0100

Dear Statalisters,

I need to do some regression analysis using monthly panel data for a 
number of years. For my previous research I have only used yearly data 
and I am wondering whether monthly data require different approaches of 
analysis, for instance in the use of the -xtreg- command. I have 
formatted my monthly data in a mode that STATA understands and organised 
my data with -tsset-. I was wondering whether you could enlighten me and 
possibly suggest any resources that I can use to familiarise myself with 
monthly data analysis, if it actually differs from yearly analysis.



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