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- Thu Sep 22, 2011 6:59 pm
- Forum: Estimation
- Topic: Regression equation for January effect
- Replies: 0
- Views: 1869
Regression equation for January effect
Hi All, I am new to Eviews. I'm sorry if I ask a dumb question. I need to test january effect on the stock market. I have a monthly return data. My model to test January effect: Return = B1D1 + B2D2 ... B12D12 D1-D12 are dumy variables representing january to december. B1-B12 are representing the es...