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Hello! I am running the White's heteroscedastic-consistant estimator in a simple linear regression Y= a+bX X being a dummy variable. I wanted to know what equation is using White, I looked on the internet and have trouble understanding well, I am writing a paper and try to justify the use of White! ...

Sorry, my mistake. Outputs are exactly the same, I did a mistake in my calculations.

Im ok now

But the thing that mess me up is that building a linear regression on excel you can choose a confidence interval in the parameters and it actually give different outputs when confidence is either 95% or 90%. I wanted to know if there is a way to do the same on Eviews. Even if, according to me, all t...

Hello,

I wanted to know if it is possible to choose the confidence interval (guessing that it is by default 95%) as it is possible on excel!

I would like to get a 90% confidence

Thank you for your help!

Hello, I would request some help as I am trying to study the day of the week effect on a stock market and volatility and I ran an OLS with dummy variables (for each days) on daily returns but I can really interpret the results Variable Coefficient Std. Error t-Statistic Prob. WEEKDAY=1 -0.00022 0.00...

it seems to be working thank you!! :)

thank you for your reply,

How should i write the line code in the console, when I go through Quick>Histo and stats, it just ask me for the serie's name?

Hello, I have imported data from excel, 1 column corresponding to some daily returns, and 5 other colums corresponding to dummy (1 or 0) corresponding to the day of the week of the daily return I could get the Histogram and stats of whole daily return (using the menu Quick>Serie Statistic>Histogram ...

I would need to delete certain rows depending on the value of one column, I don't even know if it's possible with eviews I mean I would need something like : For each rows if dayweek=1 or dayweek=7 then delete row I am very new with eviews and have no idea of how to do this thank you for your help

Actually no, all the columns and values load NA except the date column) I also tried with another file containing just one column for date, one for weekday and one for the stock return and I have the same problem. I also tried from my 1st file to load starting after the 1st value NA (of the VIX colu...

Hello, I am trying to import data (daily stock returns) from an excel file by different ways as explained in this topic: http://forums.eviews.com/viewtopic.php?f=7&t=74 The result is that I get in the 1st column the date and for the 3 following columns I get NA (the 3 columns are numbers : weekd...

I had just tried when you answered (I tried both "techniques" and realized on my own what did @expand) I guess that @droplast drops the Friday (which becomes the C variable right?) I will continue my research on dummy variable trap the the drop of the Friday as I still did not understand p...

Thank you for your help, let me just ask you for one more detail, to make it clear for me :) in my workfile, in order to structure the week days part, I should get 5 columns filled by zeros and put 1 in the correct colum (corresponding with the right day) for each line? (I mean that if the return is...

Hello, I am really new with Eviews and I would need some help to run a Garch Model on market daily return series to study the Day of the Week effect (volatility is or not higher on Mondays). I am very in the rush and can't really spend much time on Eviews at the moment even though it look like very ...