请问楼主现在对这个问题有更好的理解了吗？求回复

冒昧地请教一下哈，您在帖子中提及“简单举两个例子，一个是财经研究一个是会计研究的期刊，两个都是非平衡面板，但都是用OLS估计。”那么可以告知一下这两篇文章是哪两篇吗？谢谢！有劳了。

看你对数据如何理解了。到底是理解为非平衡面板还是混合截面

有些答非所问了。

非平衡面板怎么可能是reg呢？是xtreg！

太多的样本只有一年的数据，导致数据应当理解为混合截面，而不是非平衡面板。

亲，多重共线性你是咋解决的呢

Campbell "The simple but powerful insight of Fama and MacBeth (1973) is that market efficiency, with constant expected returns over time, implies that stock returns are uncorrelated over time even though they are correlated across stocks at a given time. In this sense a finance panel regression has a structure that is orthogonal to a standard microeconomic panel regression (which has time-series correlation of variables for a given household, but assumes no correlation of variables across households). In modern panel regression terminology, the finance panel should cluster standard errors by time while a microeconomic panel should cluster standard errors by household."

哈哈哈，您随便搜一篇会计、财经研究核刊的实证论文，基本都是这样