hello!
Please help to understand the model that is in the attached document. I suppose to use but I dont know how to do it on eviews? I have the daily data as well as dummies, but what to do next?
Thank you
Search found 5 matches
- Sat Aug 22, 2015 11:02 am
- Forum: Econometric Discussions
- Topic: market risk
- Replies: 0
- Views: 1906
- Thu Aug 20, 2015 4:05 am
- Forum: Econometric Discussions
- Topic: Statistical significance of variables
- Replies: 2
- Views: 3077
- Wed Aug 19, 2015 3:32 pm
- Forum: Econometric Discussions
- Topic: Statistical significance of variables
- Replies: 2
- Views: 3077
Statistical significance of variables
Hello
I have run the OLS regression for one dependent variable and 12 independent variables However I also need to determine which of the variables are statistically significant at 1%, 5% and 10%. Any ideas how to do this?
Thank you in advance
I have run the OLS regression for one dependent variable and 12 independent variables However I also need to determine which of the variables are statistically significant at 1%, 5% and 10%. Any ideas how to do this?
Thank you in advance
- Tue Aug 18, 2015 7:34 am
- Forum: Econometric Discussions
- Topic: OLS
- Replies: 2
- Views: 2569
Re: OLS
Thank you startz
- Tue Aug 18, 2015 5:16 am
- Forum: Econometric Discussions
- Topic: OLS
- Replies: 2
- Views: 2569
OLS
Hi, I wonder if someone could help me. I'am trying to run OLS regression for monthly data, unfortunately I get results with the same standard error for every independent variable. I want to regress on dependant variable of returns, that is what I type in : returns d_jan d_feb d_mar d_apr d_may d_jun...