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- Fri Jun 10, 2011 10:24 am
- Forum: Econometric Discussions
- Topic: Comparing coefficients with different dependent variables
- Replies: 0
- Views: 1754
Comparing coefficients with different dependent variables
I have the following model I use per sector (for example: Industrial, telecom, tech etc.): cccountry = a + cccountrylag + cccountryfuture + ccworldlag + ccworld + dweekday1-4 cccountry= the daily continuously compounded return on a country sector index cccountrylag = the daily continuously compounde...