IDEAS home Printed from https://ideas.repec.org/p/boc/asug01/4.2.html
   My bibliography  Save this paper

Efficient Management of Multi-Frequency Panel Data with Stata

Author

Listed:
  • Christopher F Baum

    (Boston College)

Abstract

This presentation discusses how the tasks involved with carrying out a sizable research project, involving panel data at both monthly and daily frequencies, could be efficiently managed by making use of built-in and user-contributed features of Stata. The project entails the construction of a dataset of cross-country monthly measures for 18 nations, and the evaluation of bilateral economic activity between each distinct pair of countries. One measure of volatility, at a monthly frequency, is calculated from daily spot exchange rate data, and effectively merged back to the monthly dataset. Nonlinear least squares models are estimated for every distinct bilateral relationship, and the results of those 300+ models organized for further analysis and production of summary tables and graphics using a postfile. The various labor-saving techniques used to carry out this research will be discussed, with emphasis on the generality that allows additional countries, time periods, and data to be integrated with the panel dataset with ease.

Suggested Citation

  • Christopher F Baum, 2001. "Efficient Management of Multi-Frequency Panel Data with Stata," North American Stata Users' Group Meetings 2001 4.2, Stata Users Group.
  • Handle: RePEc:boc:asug01:4.2
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/RePEc/nasug2001/baum.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:asug01:4.2. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/stataea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.