Search found 2 matches
- Fri Jul 30, 2010 3:25 am
- Forum: Estimation
- Topic: Estimating Abnormal Returns with Dummy Variables
- Replies: 2
- Views: 3667
Re: Estimating Abnormal Returns with Dummy Variables
Thanks. It worked okay!
- Wed Jul 28, 2010 7:36 am
- Forum: Estimation
- Topic: Estimating Abnormal Returns with Dummy Variables
- Replies: 2
- Views: 3667
Estimating Abnormal Returns with Dummy Variables
Hello, I am new to Eview(7), though I have been going throught the manual. I am trying to run a one-step regression for an Event Study using dummy variables in order to capture Abnormal Returns *(ARs) during Event Period. My model is the in the form: Rft - rf = αi + βi (Rmt - rft ) + ∑_(τ=1)^T γiτ D...