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st: Rule of thumb for optimum T size for dynamic panel data estimator
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From |
Yigrem Benti <[email protected]> |
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To |
[email protected] |
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Subject |
st: Rule of thumb for optimum T size for dynamic panel data estimator |
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Date |
Sat, 22 Sep 2007 11:03:51 -0700 (PDT) |
Hello
I am working on panel data analysis.I know that
dynamic panel data estimator is mostly inconsistent
for small T.Is there any rule of thumb that
substantiate how small is T below which the captioned
estimator is inconsitent. Second, should i unergo
normality test in panel data? If yes how can I undergo
normality test in stata and how can I also transform a
variable distribution pattern (like we did log
transformation in OLS)in panel data.Thanks
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