Hello! I am having trouble finding an identification strategy for my econometric analysis. The research question I am looking into is asking whether or not investments by firms in big data and analytics from 2010-2019 allowed a firm to perform better relative to their industry peers during the coronavirus pandemic (2020-2021). I have obtained data for the number of investments per yer from 2010-2019 for each firm, and I have revenue data for each firm from 2018-2021. Ideally, I would like to regress the investments data on revenue (accounting for lagged revenue numbers) to determine if there is a statistically significant relationship. I would also like to account for other non time-variant effects, such as age of firm in 2020
What kind of identification strategies would be available for me to use, and how would I apply that in Stata? I haven't used panel data in Stata in years, and definitely not with different time periods for my endogenous and exogenous variables.
Thanks!
What kind of identification strategies would be available for me to use, and how would I apply that in Stata? I haven't used panel data in Stata in years, and definitely not with different time periods for my endogenous and exogenous variables.
Thanks!
