Appendix 1. Program listing
TSP Code
OPTIONS CRT NODATE MEMORY=6.4 SIGNIF=9;
? Unbalanced panel data estimation
SMPL 1 8322;
READ (FILE='ccpatit',FORMAT=FREE)
ABIPRO ANNO RATE HERFIN SHARE3 CCGROW NBRANCH NBANKS COSRAT PILPRO TITCUST;
FREQ(PANEL, ID=ABIPRO) A;
DUMMY (EXCLUDE) ANNO ANN90-ANN95;
LIST REGR1 = HERFIN COSRAT ANN90-ANN95;
LIST REGR2 = HERFIN COSRAT NBANKS ANN90-ANN95;
LIST REGR3 = COSRAT NBANKS ANN90-ANN95;
LIST REGR4 = SHARE3 COSRAT ANN90-ANN95;
LIST REGR5 = SHARE3 COSRAT NBANKS ANN90-ANN95;
PANEL(NOBYID,ID=ABIPRO,WITHIN,NOTOT,NOBET,VARCOM) RATE C REGR3;
LIMDEP Code
? Limdep program for evaluating the determinants of the deposit rate
? on the checking account
read; nobs=8322; nvar = 11;
names = abipro, anno, rate, herfin, share3, ccgrow, nbranch, nbanks,
cosrat, pilpro, titcust);file=/_saee/brunogi/RICGIUS/dati071999/ccpatit;
sample=All$
sample; 1-7165,7243-8322$
? create the yearly dummy variables.
create ;ann90=anno=1990;ann91=anno=1991;ann92=anno=1992;ann93=anno=1993;
ann94=anno=1994;ann95=anno=1995 $
create ; tp = anno - 1990 $
namelist; regr1=herfin, cosrat, ann90,ann91,ann92,ann93,ann94,ann95$
namelist; regr2=herfin, cosrat,nbanks, ann90,ann91,ann92,ann93,ann94,ann95$
namelist; regr3 =cosrat,nbanks, ann90,ann91,ann92,ann93,ann94,ann95$
namelist; regr4=share3, cosrat, ann90,ann91,ann92,ann93,ann94,ann95$
namelist; regr5=share3, cosrat,nbanks, ann90,ann91,ann92,ann93,ann94,ann95$
regress ; lhs=rate; rhs=regr3; str=abipro; perido = tp; panel$
STATA Code
* lettura files
infile abipro anno rate herfin share3 ccgrow nbranch nbanks cosrat pilpro
titcust using ccpatit. , clear
* generazione delle dummies per ogni anno
generate ann90=(anno==1990)
generate ann91=(anno==1991)
generate ann92=(anno==1992)
generate ann93=(anno==1993)
generate ann94=(anno==1994)
generate ann95=(anno==1995)
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