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- Sat Jun 20, 2015 9:24 pm
- Forum: Econometric Discussions
- Topic: Data Transformation for regression
- Replies: 7
- Views: 20289
Re: Data Transformation for regression
Percentage change and log-difference will produce similar results as long as the change is small (i.e. r→0 => log(1+r)≈r). Although I do not know what exactly your model and study are about, I think it would be sufficient for you to use percentage change of the index values of stock prices and cons...