Search found 3 matches
- 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...
- 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...
- 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...
