Muhammad Ilyas

4 Questions 2 Answers 0 Followers

Questions related from Muhammad Ilyas

How do i use year, industry and country fixed effect in a single regression ?

I am doing an analysis on panel data of 30 countries. I want to control year effect, industry effect and country effect in a single regression. Please explain how can I used these three in a...

19 July 2020 7,883 5 View

Q: How should i deals with missing value in firm ESG score data?

Hello Dear members! I am working on firms ESG data which is in panel form. There are a lot of missing value in ESG score in particular years. My question is would i replace missing values with...

23 November 2019 9,659 1 View

Do anyone have any source to construct market stock return on 25 size and book-to-market portfolios on quarterly basis?

Dear Sir/Madam I am calculating quarterly return on one of the Fama and French (1993) 25 size and book-to-market portfolios, however on Fama and french website it is constructed annually at the...

11 July 2019 7,001 0 View

Hi every one! what is the command of creating firm and year fixed effect?

My sample includes 31,800 firms from 2004-2017. I want to run firm year fixed effect regression.

01 February 2019 610 1 View