I was wondering if there is a well-known and documented Eviews methodology for computing cross-sectional dispersion measures(i.e. such as the ones in the title) and then using them for regression with the appropriate dummies. It has to do with a financial application in fact.
I am aware that there is a special book about this, but unfortunately can't get hold of it at this time.
I have searched the forum but have found only one relevant topic that does not give complete details.
Would greatly appreciate any help!
PS Sorry not to note that, I will most probably be using a version of EV 8.