hnn posted 2 months ago
EViews - Data of variables on different dates
Hi everyone. I'm collecting data for my bachelor's thesis. My topic is to analyze the relationship of stock market return and COVID-19 pandemic in 33 countries. My dependent variable is stock market return, independent variables are stringency index, case growth, death growth, control variables are exchange rate, trading volume. I use EViews 9 to analyze my data.

When I collected data, I saw that data of stock market index, COVID-19 new cases, and exchange rate are recorded in different date. For example, on weekend, the stock is not exchanged, therefore, there is no data on stock index. However, the data of COVID-19 cases are still recorded during weekend. Moreover, different countries have different stock exchange dates. Therefore, the number of observations of each country is different.

Could anyone tell me how to process this data? How should I deal with the difference in dates among variables and among countries? Should I delete data of cases and exchange rate on dates when the stock exchange is off?

Please go to this link to see the data I collected (stock market index, cases, exchange rate of Australia):

Thank you so much!

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