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Re: st: Reemedy for serial correlation in Panel Data


From   "D. Demetriou" <dd358@cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Reemedy for serial correlation in Panel Data
Date   10 Apr 2012 03:48:05 +0100

Dear all,
Thank you for your valuable comments!

David (Greenberg) do you believe that the size of my data(T=10, N=9) is forbidding for empirical research?

I am using Regional Trends which unfortunately goes back 10 years the most for my variables of interest. And regions ofcourse are limited to 9. Data on subregions (so that I could increase N) does not exist and where it exists goes only back to 2-3 years.

I have taken all precautions to maximise the reliability of results and intensively analyse residuals by region and panel after each regression to ensure that coefficients are not the outome of 1 or few influential observations. I also apply all sort of tests: collinearity, normality of idiosyncratic component(to enable correct inference from t-statistics), cross sectional dependance, etc

So, do you think there is no way an empirical research should move forward with such a small size?

PS: It will come a bit hard on me as I am halfway the paper!

Yours,

DD
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