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st: data analysis problem. Extrapolation or something else?


From   joales salbdralor <joalessakafiora@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: data analysis problem. Extrapolation or something else?
Date   Mon, 4 Jun 2012 23:29:12 +0100

I have data on 4  types of interest rates. These rates evolve over
time and across regions of countries . So for each type  of interest
rates I want to run a regression of rates  on some other variables.
So my regression for one type of  interest rate will be I_{ij}_t= a
+regressors +error term.
where I_{ij}_t is the absolute difference in rates between two
locations i and j at time t. Note that i and j can be locations in
the same country or locations at different countries.
What I need  is construct a vector with all the pairs of locations for
a specific t. Put differently, I want to see how the interest rate
differential evolves over time for each pair of region. But the
monthly time series data I have available are heterogeneous across
countries

Take a look at the following table

   Country A                country B                  country C
     country D     country E   country F

    '2-11-2002 '                07-12-2002'       '23-11-2002'
'26-10-2002'    '27-12-2002'
.
.
.
09-10-2004'               '06-11-2004'              02-10-2004'
     09-10-2004'




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