Thanks a lot for your answer. I already appended the files together but now i am not sure if it is ok when i just do a normal OLS estimation over all 3 (like i did it with one single ETF) or do i need to run a panel regression (because i have 3 ETFs and not just one)?
I very appreciate your effort.
Search found 2 matches
- Thu Aug 16, 2012 8:47 am
- Forum: General Information and Tips and Tricks
- Topic: question from an eviews starter
- Replies: 4
- Views: 4888
- Thu Aug 16, 2012 3:04 am
- Forum: General Information and Tips and Tricks
- Topic: question from an eviews starter
- Replies: 4
- Views: 4888
question from an eviews starter
Hey everybody, i have an important question: i have the spreads of 3 ETFs for each second for the time period from 1st of January till 31st of January 2005. I also have the trading volume for each of the 3 ETFs for each second for the time period from 1st of January till 31st of January 2005. I woul...