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st: RE: changes of variables over time in panel data


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: changes of variables over time in panel data
Date   Tue, 2 Sep 2008 17:41:45 +0100

I don't think you give us any clue on what your goal is, precisely. To
look at changes? That seems to be what all studies of panel data should
do. 

To get a better answer than this, you may need to ask a better question.
Otherwise I am reduced to anodyne advice, such as plot your data and
think about building a model. 

Nick 
n.j.cox@durham.ac.uk 

Wen Xia Ge

My panel data is composed of bond issues of thousands of firms over more
than 10 years. I want to look at the changes of several firm-level
variables prior to bond issues and post bond issues, that is, I want to
look at the changes of several firm-level variables in year t-2, t-1, t,
t+1 and t+2, where bond issues are in year t. 

I know we can generate lagged variables (one year lag or two year lag)
in STATA, but I have no clue how to achieve the above goal. Any
suggestions?

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