Search found 3 matches

by margarita
Mon Sep 21, 2009 1:22 am
Forum: Data Manipulation
Topic: Split variable with dummies
Replies: 1
Views: 3397

Split variable with dummies

Hi all, within my long regression I have one variable "itraxx", which I want to split in pre and post crisis with a dummy. How do I enter this in eviews? This is my very simplified regression: spread c itraxx If I want to split it, can I just enter this: spread c itraxx*precrisis itraxx*cr...
by margarita
Fri Sep 11, 2009 8:07 am
Forum: Data Manipulation
Topic: Multiple dummies in regression
Replies: 3
Views: 6138

Re: Multiple dummies in regression

I already dropped from every group a dummy (so 1 from tranche, 1 from country, 1 from industry and 1 from year). But what do you mean to put a constant in it? I understand that I have to put a constant in all of the dummy-groups, so a constant in the dummies about tranches, 1 constant in the dummies...
by margarita
Fri Sep 11, 2009 1:50 am
Forum: Data Manipulation
Topic: Multiple dummies in regression
Replies: 3
Views: 6138

Multiple dummies in regression

I have a question how to put many different dummies in a regression. In total I have, next to four 'normal' variables, included 4 subjects of dummies. 1) the kind of facility: senior, second lien, contingent or mezzanine 2) year: 2004 till 2009 3) country: in total 5 countries 4) industry: in total ...

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