Long T Small N analysis.can i use panel? and what for time series analysis?

by Adeel Arshad   Last Updated September 21, 2018 16:19 PM - source

I have N=28 AND T=260 WEEKLY and i want to check stock market outcomes like volatility and its relation with some of its variables which i propose cause or effect volatility

i have two main explanatory independent variables where one is common around all N but has multiple T values and other having both VALUES VARYING like they are differrent for each company and time period/my data is of one country and assume that it has no unitroot. my analysis mainly focuses time component as it is a predictory analyis or cause and effect analyis.which model you think i may use .considering ols where i have to run 28 EQUATIONS AND STILL RESULTS ARE NOT SIGNIFICANT IN ALL COMPANY CASES;Furthermore can you suggest me some research variables having weekly values for certain indicators? has anyone access to gallup wellness data for USA ??



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