Search found 3 matches
- Tue May 10, 2011 1:31 am
- Forum: Estimation
- Topic: squared variable as dummy
- Replies: 2
- Views: 2910
Re: squared variable as dummy
I tried everyhting, finally settled on a completely differnt model. Thanks though!
- Tue May 10, 2011 1:30 am
- Forum: Econometric Discussions
- Topic: Heteroskedasticity
- Replies: 0
- Views: 1519
Heteroskedasticity
Hi all, I know the theory of behind heteroskedasticity but not so good when it comes to Eviews... For a project Im doing, I need to calculate the variance of the error term (from a regression). This can be done by dividing the residual output by N-2, only if the variance of the residuals in constant...
- Mon May 02, 2011 2:59 am
- Forum: Estimation
- Topic: squared variable as dummy
- Replies: 2
- Views: 2910
squared variable as dummy
Hi! Thanks in advance for any help.. I have a regression which looks like Y c X (X-squared)k . k is a dummy variable for data within a specific time range. So I have one independent for most of my series, and for the rest I have that same independnet and that independent squared. I hope thats clear....
