Good evening.
I would like your help. I have panel data (company years and some variables). The variable of interest is the binary variable named Listed (0 before IPO and 1 when firm goes public ) and the outcome is the Etr index. The companies entered the stock market in different years (START VARIABLE). I want to apply the synthetic control method and examine the effect of the entry company in the stock market on the ETP indicator. It is difficult, I think.
dataex econ_year firm_id listed ETR ROA SIZE_CONTROL start stop
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[CODE]
* Example generated by -dataex-. For more info, type help dataex
clear
input int econ_year float firm_id byte listed float(ETR ROA SIZE_CONTROL) str30(start stop)
2004 790 0 .34032205 .5467306 13.872245 "12-Δεκέμβριος-1994" ""
2005 790 0 .3007714 .676904 14.046932 "12-Δεκέμβριος-1994" ""
2006 790 0 .31999955 .22212203 13.965886 "12-Δεκέμβριος-1994" ""
2007 790 0 .28999993 .5441705 15.573822 "12-Δεκέμβριος-1994" ""
2008 790 0 .24977253 .6065632 15.22519 "12-Δεκέμβριος-1994" ""
2009 790 0 .25224 .27402616 15.515424 "12-Δεκέμβριος-1994" ""
2010 790 0 .25 .1799916 15.323702 "12-Δεκέμβριος-1994" ""
2011 790 0 0 -.08687542 15.288954 "12-Δεκέμβριος-1994" ""
2012 790 0 0 -.04736073 15.179316 "12-Δεκέμβριος-1994" ""
2013 790 0 -.08996403 -.04128758 15.017408 "12-Δεκέμβριος-1994" ""
2014 790 0 0 -.08345628 14.939968 "12-Δεκέμβριος-1994" ""
2015 790 0 0 .011874527 14.819736 "12/12/1994" ""
2016 790 0 0 -.07755072 14.74357 "12/12/1994" ""
2017 790 1 0 .03270987 14.832586 "12/12/1994" ""
2018 790 0 0 -.29000336 14.64794 "12/12/1994" ""
2019 790 0 0 .10894744 15.357953 "12/12/1994" ""
2018 971 1 .1795453 .015156684 23.41389 "2/8/1950" ""
2019 971 1 0 -.05952055 23.32465 "2/8/1950" ""
2018 973 1 .3649029 .05821802 19.71245 "15/5/1930" ""
2019 973 1 .3017654 .10713505 19.79473 "15/5/1930" ""
2000 1394 1 -3.0845354 -.02237191 19.64642 "01-Ιανουάριος-1950" ""
2001 1394 1 .5732579 .09029305 19.81431 "01-Ιανουάριος-1950" ""
2002 1394 1 .3335664 .13597265 19.86958 "01-Ιανουάριος-1950" ""
2003 1394 1 .33435085 .1652293 19.947145 "01-Ιανουάριος-1950" ""
2004 1394 1 .3377546 .2320663 20.03664 "01-Ιανουάριος-1950" ""
2005 1394 1 .3559843 .1945449 20.109186 "01-Ιανουάριος-1950" ""
2006 1394 1 .1991756 .12997176 20.671274 "01-Ιανουάριος-1950" ""
2007 1394 1 .269208 .10655569 20.66763 "01-Ιανουάριος-1950" ""
2008 1394 1 .23378377 .11009266 20.668783 "01-Ιανουάριος-1950" ""
2009 1394 1 .2185519 .10465521 20.6744 "01-Ιανουάριος-1950" ""
2010 1394 1 .2416431 .05687732 20.699545 "01-Ιανουάριος-1950" ""
2011 1394 1 0 -.022519477 20.60041 "01-Ιανουάριος-1950" ""
2012 1394 1 0 -.05756895 20.5199 "01-Ιανουάριος-1950" ""
2013 1394 1 0 -.13632222 20.29363 "01-Ιανουάριος-1950" ""
2014 1394 1 0 -.2751217 20.10758 "01-Ιανουάριος-1950"
...
I would like your help. I have panel data (company years and some variables). The variable of interest is the binary variable named Listed (0 before IPO and 1 when firm goes public ) and the outcome is the Etr index. The companies entered the stock market in different years (START VARIABLE). I want to apply the synthetic control method and examine the effect of the entry company in the stock market on the ETP indicator. It is difficult, I think.
dataex econ_year firm_id listed ETR ROA SIZE_CONTROL start stop
----------------------- copy starting from the next line -----------------------
[CODE]
* Example generated by -dataex-. For more info, type help dataex
clear
input int econ_year float firm_id byte listed float(ETR ROA SIZE_CONTROL) str30(start stop)
2004 790 0 .34032205 .5467306 13.872245 "12-Δεκέμβριος-1994" ""
2005 790 0 .3007714 .676904 14.046932 "12-Δεκέμβριος-1994" ""
2006 790 0 .31999955 .22212203 13.965886 "12-Δεκέμβριος-1994" ""
2007 790 0 .28999993 .5441705 15.573822 "12-Δεκέμβριος-1994" ""
2008 790 0 .24977253 .6065632 15.22519 "12-Δεκέμβριος-1994" ""
2009 790 0 .25224 .27402616 15.515424 "12-Δεκέμβριος-1994" ""
2010 790 0 .25 .1799916 15.323702 "12-Δεκέμβριος-1994" ""
2011 790 0 0 -.08687542 15.288954 "12-Δεκέμβριος-1994" ""
2012 790 0 0 -.04736073 15.179316 "12-Δεκέμβριος-1994" ""
2013 790 0 -.08996403 -.04128758 15.017408 "12-Δεκέμβριος-1994" ""
2014 790 0 0 -.08345628 14.939968 "12-Δεκέμβριος-1994" ""
2015 790 0 0 .011874527 14.819736 "12/12/1994" ""
2016 790 0 0 -.07755072 14.74357 "12/12/1994" ""
2017 790 1 0 .03270987 14.832586 "12/12/1994" ""
2018 790 0 0 -.29000336 14.64794 "12/12/1994" ""
2019 790 0 0 .10894744 15.357953 "12/12/1994" ""
2018 971 1 .1795453 .015156684 23.41389 "2/8/1950" ""
2019 971 1 0 -.05952055 23.32465 "2/8/1950" ""
2018 973 1 .3649029 .05821802 19.71245 "15/5/1930" ""
2019 973 1 .3017654 .10713505 19.79473 "15/5/1930" ""
2000 1394 1 -3.0845354 -.02237191 19.64642 "01-Ιανουάριος-1950" ""
2001 1394 1 .5732579 .09029305 19.81431 "01-Ιανουάριος-1950" ""
2002 1394 1 .3335664 .13597265 19.86958 "01-Ιανουάριος-1950" ""
2003 1394 1 .33435085 .1652293 19.947145 "01-Ιανουάριος-1950" ""
2004 1394 1 .3377546 .2320663 20.03664 "01-Ιανουάριος-1950" ""
2005 1394 1 .3559843 .1945449 20.109186 "01-Ιανουάριος-1950" ""
2006 1394 1 .1991756 .12997176 20.671274 "01-Ιανουάριος-1950" ""
2007 1394 1 .269208 .10655569 20.66763 "01-Ιανουάριος-1950" ""
2008 1394 1 .23378377 .11009266 20.668783 "01-Ιανουάριος-1950" ""
2009 1394 1 .2185519 .10465521 20.6744 "01-Ιανουάριος-1950" ""
2010 1394 1 .2416431 .05687732 20.699545 "01-Ιανουάριος-1950" ""
2011 1394 1 0 -.022519477 20.60041 "01-Ιανουάριος-1950" ""
2012 1394 1 0 -.05756895 20.5199 "01-Ιανουάριος-1950" ""
2013 1394 1 0 -.13632222 20.29363 "01-Ιανουάριος-1950" ""
2014 1394 1 0 -.2751217 20.10758 "01-Ιανουάριος-1950"
...
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