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[no subject]



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
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