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- Mon Jul 25, 2016 9:08 am
- Forum: Econometric Discussions
- Topic: Model to test seasonality
- Replies: 0
- Views: 2357
Model to test seasonality
Hi, My dissertation is about funds seasonality and the model that I am using is an OLS with dummies to check if january have a return greater than the remaining period: Rt = B0 + B1 Dmt + Ut Rt is the return on funds B0 is the intercept Dmt is the dummy variable. The value 1 corresponding to January...