st: Stata and Unbalanced Unequally Spaced Panel Data

[Pondus Jörg <fredrikhx@gmail.com>]

Dear Statalisters,

I am about to embark on a project that involves regressing vote shares
of a type of parties in 25 countries in Europe on their respective GDP
growth and lagged GDP growth. As election data is available for
different time periods for different countries and also may be
irregularly spaced due to extraordinary elections, I am faced with a
an unbalanced unequally spaced panel dataset. In addition, I may have
to include an instrumental variable as election outcomes may be
endogenous to economic growth.

Is this something Stata can handle? Do I have to transform the data in
any way to be able to perform the dynamic regression outlined above?


Many thanks,

Pondus
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