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- Wed Dec 08, 2010 1:50 am
- Forum: Econometric Discussions
- Topic: JANUARY EFFECT- estimate equations
- Replies: 0
- Views: 2885
JANUARY EFFECT- estimate equations
Hallo, Can anybody help me to estimate equation which will allow me to find if there was any change in the January's yield after year 2003. Actually I have to estimate two equations: 1) first will allow to see if there was excess return in all month after 2003 2) second one will allow to see if ther...