I don't think you give us any clue on what your goal is, precisely. To
look at changes? That seems to be what all studies of panel data should
do.
To get a better answer than this, you may need to ask a better question.
Otherwise I am reduced to anodyne advice, such as plot your data and
think about building a model.
Nick
[email protected]
Wen Xia Ge
My panel data is composed of bond issues of thousands of firms over more
than 10 years. I want to look at the changes of several firm-level
variables prior to bond issues and post bond issues, that is, I want to
look at the changes of several firm-level variables in year t-2, t-1, t,
t+1 and t+2, where bond issues are in year t.
I know we can generate lagged variables (one year lag or two year lag)
in STATA, but I have no clue how to achieve the above goal. Any
suggestions?
*
* 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/
