Dear Statalisters,
I need to do some regression analysis using monthly panel data for a
number of years. For my previous research I have only used yearly data
and I am wondering whether monthly data require different approaches of
analysis, for instance in the use of the -xtreg- command. I have
formatted my monthly data in a mode that STATA understands and organised
my data with -tsset-. I was wondering whether you could enlighten me and
possibly suggest any resources that I can use to familiarise myself with
monthly data analysis, if it actually differs from yearly analysis.
Regards,
Pavlos
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