So you mean instead of running the regression: return_ny c skc_ny skc_ny*(dummy) I should run the regression: return_ny c skc_ny*dummy ?
Thanks for your reply anyway ;P
Search found 2 matches
- Thu Jun 30, 2016 7:56 am
- Forum: Estimation
- Topic: Regression wheater on stock return
- Replies: 3
- Views: 2529
- Thu Jun 30, 2016 6:33 am
- Forum: Estimation
- Topic: Regression wheater on stock return
- Replies: 3
- Views: 2529
Regression wheater on stock return
Hi you guys. I think I have a problem. I want to investigate the effect of the wheater on the stock return. So I have 5 cities covered in my dataset (Amsterdam,Brussel,Frankfurt,New York and Dublin). From these cities I have the index returns from the periods 1995-2014. I also have the skycoverage o...