Search found 1 match
- Wed May 19, 2010 1:32 am
- Forum: Econometric Discussions
- Topic: cross sectional regression wls
- Replies: 1
- Views: 4289
cross sectional regression wls
Hi! I am doing a cross sectional analysis on credit spreads from different firms. I have to run a dummy variable regression on countries and industries (so two sets of different dummy variables), also including some control variables (leverage, firm size etc.). Credit spread = α + Σβ*I + Σγ*C + Σδ*F...
