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RE: st: Re: st: Unbalanced panel data with non -random missing data ‏


From   emanuele canegrati <emanuele.canegrati@hotmail.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Re: st: Unbalanced panel data with non -random missing data ‏
Date   Wed, 8 Apr 2009 10:02:13 +0200

Thank you very much Clive.
 
I only hope to find the right proxies for political reforms, which is not very easy.
 
Best,
 
Emanuele

----------------------------------------
> Date: Wed, 8 Apr 2009 03:02:07 +0100
> Subject: st: Re: st: Unbalanced panel data with non -random missing data ‏
> From: clivelists@googlemail.com
> To: statalist@hsphsun2.harvard.edu
>
> Emanuele Canegrati wrote:
>
>> I am analyzing a panel data of firms for years 1978, 1988, 1998, 2003. The total number of firms changes across years and, as a consequence of several mergers and acquisitions, I have very few examples of firms existing in all the four years.
>>
>> I also think that the total number of firms does not change randomly, but it is due to some endogenous factor (i.e. political reforms which incentive firms to merge or to go public).
>>
>> Could you please tell me which are the econometric problems I could face with such an unbalanced panel? Is there any way to correct it?
>
> If by 'endogenous factors', you mean variables correlated with the
> error term, most probably because they have been omitted, a good
> solution would be to include them, in this case as dummy variables.
>
> --
> Clive Nicholas
>
> [Please DO NOT mail me personally here, but at
> . Please respond to contributions I make in
> a list thread here. Thanks!]
>
> "My colleagues in the social sciences talk a great deal about
> methodology. I prefer to call it style." -- Freeman J. Dyson.
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