Types of Data Problems that could be tackled using a ime series regression How the value of a country's stock index has varied with that country's macroeconomic fundamentals How the value of a company's stock price has varied when it announced the value of its dividend payment. The effect on a country's currency of an increase in its interest rate Cross-sectional data(截面数据) are data on one or more variables collected at a single point in time e g Cross-section of stock returns on the new York stock Exchange A sample of bond credit ratings for uK banks1-15 Types of Data • Problems that Could be Tackled Using a Time Series Regression - How the value of a country’s stock index has varied with that country’s macroeconomic fundamentals. - How the value of a company’s stock price has varied when it announced the value of its dividend payment. - The effect on a country’s currency of an increase in its interest rate • Cross-sectional data(截面数据) are data on one or more variables collected at a single point in time, e.g. - Cross-section of stock returns on the New York Stock Exchange - A sample of bond credit ratings for UK banks