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I have manually inputted a code of the following format into the eviews command panel to create dummy variables: smpl if ny>100 series dummy2=1 smpl if ny<=100 series dummy2=0 smpl if chcg>100 series chcg100=1 smpl if chcg<=100 series chcg100=0 etc etc.... I would like to repeat the process changing...

Okay, you're right actually I think it works fine in the panel data setup. I now have the risk adjusted returns. Would you be able to advise me on how to regress these on a dummy variable. Do I need to create a eviews file like the 'dv' one I have here where it looks like 1,0,0,1,0,1 sort of format?

They are constant because they are the same variable for each observation. They should only vary over time, but I have taken a cross-section here so the time is not changing. Would you recommend using a different method?

Good idea. Here it is. The equation I used was excess_return_fc c mkt_rf_fc smb_fc hml_fc mom_fc

Yes I have tried doing it like this but I am getting a collinearity problem when I run the regression. I think there is a problem with the way I am importing it. I have tried importing the whole sample as panel data but it didn't seem correct. Now I am splitting the whole sample into smaller samples...

Hello, I am writing my dissertation on mutual funds and whether returns are affected by their position with a financial centre (modeled by a dummy variable). I wish first to use a fama-french model: r_i - r_f = alpha +b1exrm + b2hml + b3smb + e_i to adjust returns for risk. Then I will regress these...