Hi,
I have to test the halloween-effect in Eviews. The halloween-effect means that the returns in the time november-april are higher than in the time from mai-oktober.
What is the right equation for this ?
My proposal is:
Return=c(1)+c(2)*(@month>=11 or @month<=4)
Is this correct ?
Search found 1 match
- Sun Nov 27, 2011 7:56 am
- Forum: Estimation
- Topic: Dummy for Halloween-Effect
- Replies: 2
- Views: 2521