Search found 2 matches
- Mon Feb 28, 2011 12:42 pm
- Forum: Estimation
- Topic: piecewise regression in Eviews
- Replies: 0
- Views: 2741
piecewise regression in Eviews
Hi all, I have consulted this forum's search function, google and quite some litterature, however I am yet to find a solution. I would like to perform a piecewise linear regression as follows: Rp - Rf = (1 - D)[Aml + Bml(Rm - Rf)] + (D)[Amh + Bmh * (Rm - Rf)] Where Rp = portfolio returns Rf = risk-f...
- Mon Jan 11, 2010 10:43 am
- Forum: Econometric Discussions
- Topic: General question on redundant fixed effects test
- Replies: 2
- Views: 7335
General question on redundant fixed effects test
Hi, I am fairly new to EViws and I am using it for a thesis-assignment. It was suggested by my supervisor to use fixed effects models for analyzing some company data (however as I have not read much econometrics despite basics I have now had a crash-course in this) so please bare with me if my quest...