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- Thu Nov 29, 2012 12:27 am
- Forum: Econometric Discussions
- Topic: Dummy Variable in Regression
- Replies: 0
- Views: 1403
Dummy Variable in Regression
Hi all I wanted to check the maturity effect in the futures market. I use to regress the daily volatility with the number of days remaining to maturity. And I want to include a dummy saying that last 10 days to maturity should be 1 other days should be 0. How I can creat this dummy? Any one help me ...