Hello EconSpark members,
I am interested in doing a project for an Econometrics class. I am free to choose any topic as long as the dataset is panel, cross-sectional or pooled cross-sectional. My specific interest lies in passive investing and ETF's. I understand exploring this topic with the dataset constraint can be tricky hence I am reaching out to you all.
If anyone knows of a paper with panel or cross-sectional datasets and is in the neighborhood of finance/capital markets, please share!
Thank you for all your help!