Search found 5 matches

by Truike11
Tue Dec 03, 2013 1:48 am
Forum: Estimation
Topic: Dummy Variables
Replies: 144
Views: 274067

Re: Dummy Variables

Dear Eviews users, I'm also having problems creating a dummy in my panel data. In my Tweets and Quotesdf are the tweets of 98 stocks and the first differenced stock quotes. Now I want to establish a dummy for the Google tweets & stocks since I'm hoping that my data will then be normally distribu...
by Truike11
Sat Nov 30, 2013 3:59 am
Forum: Data Manipulation
Topic: How to: Excel structure for panel data (Eviews 7)
Replies: 7
Views: 10824

Re: How to: Excel structure for panel data (Eviews 7)

Dear Eviews users, I'm also having problems creating a dummy in my panel data. In my Tweets and Quotesdf are the tweets of 98 stocks and the first differenced stock quotes. Now I want to establish a dummy for the Google tweets & stocks since I'm hoping that my data will then be normally distribu...
by Truike11
Thu Nov 28, 2013 2:00 pm
Forum: Econometric Discussions
Topic: Granger Causality Analysis and testing assumptions
Replies: 4
Views: 6634

Re: Granger Causality Analysis and testing assumptions

Sorry, the models are not really my expertise but I have to use them. I understand that I have to look at the p-values. But especially for the normality test, they are so low that I cannot figure out how to make the variables normally distributed. Moreover, to remove the serial correlation, Brooks p...
by Truike11
Thu Nov 28, 2013 5:46 am
Forum: Econometric Discussions
Topic: Granger Causality Analysis and testing assumptions
Replies: 4
Views: 6634

Granger Causality Analysis and testing assumptions

I have a question regarding the Granger Causality Analysis. I'm conducting a research about the influence of Twitter on the stock market. So I gathered tweets from 98 different stocks and matched them with the 98 stock quotes. I'm using intraday (by the hour) quotes. I performed the Augmented Dickey...

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