Search found 2 matches
- Mon Apr 19, 2010 5:40 pm
- Forum: Econometric Discussions
- Topic: Dummy Variables: Stock Market Seasonality
- Replies: 2
- Views: 4386
Re: Dummy Variables: Stock Market Seasonality
thanks a lot! :)
- Sun Apr 18, 2010 5:48 am
- Forum: Econometric Discussions
- Topic: Dummy Variables: Stock Market Seasonality
- Replies: 2
- Views: 4386
Dummy Variables: Stock Market Seasonality
Hi, I'm doing a study regarding stock market seasonality, specifically the day-of-the-week effect. I'm really new and unfamiliar with using codes in Eviews. I understand I'll have 5 dummy variables, that’s Mon to Fri. My data involves 10years, which gives me 2707 days (sample size). Since I was able...
