PLS-SEM with Time Series Data
Posted: Mon Oct 29, 2018 8:20 am
Dear all,
I am a PhD(c) in finance and nowadays writing my thesis. My question is whether it is possible to use PLS-SEM to deal with time series data. When I had a search in the web, I was not able to find that many studies performing such an analysis on time-series data. Thus, I require your assistance, if I may.
My topic is "Herding in Bank Loans" and basically examining the effects of economic conditions, banking industry conditions, regulation and credit risk on herding in bank loans (herding is basically banks' tendency to focus on a certain loan type collectively). I first thought that PLS-SEM is good for me, because a had a small sample (54 quarterly observations - 2004Q2:2017Q3) and no need normality assumptions. But then I worried whether I am in the right path, because there are not many examples in this area. Thus, I need to decide whether to continue with PLS-SEM or with another method.
Can you please provide your experince on this topic?
Thanks in advance,
Onur
I am a PhD(c) in finance and nowadays writing my thesis. My question is whether it is possible to use PLS-SEM to deal with time series data. When I had a search in the web, I was not able to find that many studies performing such an analysis on time-series data. Thus, I require your assistance, if I may.
My topic is "Herding in Bank Loans" and basically examining the effects of economic conditions, banking industry conditions, regulation and credit risk on herding in bank loans (herding is basically banks' tendency to focus on a certain loan type collectively). I first thought that PLS-SEM is good for me, because a had a small sample (54 quarterly observations - 2004Q2:2017Q3) and no need normality assumptions. But then I worried whether I am in the right path, because there are not many examples in this area. Thus, I need to decide whether to continue with PLS-SEM or with another method.
Can you please provide your experince on this topic?
Thanks in advance,
Onur