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by cristina.niculae01
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...

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