Search found 1 match
- Wed Dec 19, 2012 4:18 am
- Forum: Econometric Discussions
- Topic: error correction model with quarterly data and dummies
- Replies: 1
- Views: 6199
error correction model with quarterly data and dummies
Dear all, I am not used to estimation of models with quarterly data and I would need some help. I would like to estimate an error correction model with quarterly data. I use raw (and not seasonnaly adjusted) data and introduce dummy variables (for three quarters) to take into account the quarterly e...