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So my question is the following: After importing this dataset into Stata how do I handle the problem with the dates that I described above. I am asking this because I want to run a regression of interest rates I_{it} on some other variables. Where I_{it} is the interest rate of country i at time t. But for each i I have different start and end date for the time series of interest rates. thank you Joales On 6/5/12, joales salbdralor <joalessakafiora@googlemail.com> wrote: > 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' > > > From the above table, In country A the time starts at "2/11/02 , in > country B the time starts at "07/12/02 and so forth. > Furthermore, in country A the time ends at "9/10/04 , in country B > the time ends at "06/11/02 and so forth. > As a result of this anomaly in the beginning of time, the period for > each country differs > > So I cannot construct these pairs because for a particular time, t, > the rate exists in one location, but the rate in another location > starts after t or ends before t. > > So the main thing I need to define is what I want done when data has > not yet started or is already finished in another country. I do not > know actually what the best solution is. This is my main question. > I found something about extrapolation (if this is to be the solution) > but I learn that extrapolation usually has quite a wide margin of > error!! Apart from that, I have no idea how to implement it in Stata. > > Do you think that it would be better to try and create a more > symmetric sample so as the start and end dates across countries to be > very similar? > It is a data analysis problem. I need some help.... > > Joales > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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