Search found 3 matches

by Student24
Mon Mar 04, 2013 1:41 pm
Forum: Data Manipulation
Topic: Test means of coefficients for two groups
Replies: 0
Views: 1778

Test means of coefficients for two groups

Hi is there a way in Eviews to test the means of regression coefficients of several different groups which are determined by different dummy variables? E.g. Regression 1 with sample: dummy_variable_a=1 Regression 2 with sample: dummy_variable_b=1 ->test the 2 coefficient of the two regressions for s...
by Student24
Mon Feb 25, 2013 1:23 am
Forum: Data Manipulation
Topic: T-test in Eviews
Replies: 1
Views: 15156

T-test in Eviews

Hi i have a question regarding the t-test for comparing the means of two independent samples: I have a time series of stock returns with 3000 observations and 2 subgroups of firms for which I'd like to test the difference in means. If I do this in Eviews with the function "tests by classificati...
by Student24
Fri Feb 22, 2013 11:44 am
Forum: Data Manipulation
Topic: Exclude outliers from series
Replies: 1
Views: 3926

Exclude outliers from series

Hi I'm looking for a syntax to create a new series which excludes all values outside of 3 standard deviations from the mean of an existent series. It would also be nice to have such a syntax which creates a series that excludes 5% of values (percentiles) from both ends of the current series distribu...

Go to advanced search