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any other comments? i really appreciate the help

Max25 Just a quick reaction based on graph and quote. Is it the case that the dummy is an expression of a different mean in the series but you are interested in a different variance i.e. you need some sort of heteroskedasticity specification. Gerald i would appreciate some further clarification on ...

but i am looking at absolute deviations from net asset value in my regression. shouldn't the negative coefficient for the dummy then suggest that the deviation from the fundamental value was actually decreased by the size of the coefficient (-0.001544) and hence making it more efficiently priced? i ...

Hi, I am getting a strange regression result with a dummy variable which I assume is not possible and now I am doubting whether what I am doing is right. Here is a brief overview of what I am doing. I analyze fund price deviations from net asset value and want to see what explains these deviations. ...