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- Wed Jul 07, 2010 1:25 am
- Forum: Econometric Discussions
- Topic: Dummy variable problem in my model in differences
- Replies: 0
- Views: 2400
Dummy variable problem in my model in differences
Hello, I’m estimating a vector error correction model with a dummy variable with the following specification. year value 1970 1 1971 -1 1994 1 1995 -1 1996 1 2001 -1 2007 1 other 0 The model has pretty god result but I’d like to test it with 7 dummies, one for each of the years mentioned. My have da...