Dummy Variable for time period

[jriskg]

Hi there

How would you create a dummy variable for a specific time period. I understand that @expand does it for a specific group but i've got structural issues with my data and need to create structural lags based upon dummy variables for a specific time period (e.g. 2006-2009). My independant is stock and dependant is gdp. I want to create dummy variables for stock.

Your help would be GREATLY appreciated.

[EViews Gareth]

Code: Select all

series dum = @year>2006 and @year <2009

[jriskg]

legend

[cap]

Greetings,

Could you comment on how you might best specify a dummy for something like, 2006Q2 - 2009Q3 ?


Thanks,
-cap

[EViews Gareth]

Code: Select all

series dum = @date>@dateval("2006q2") and @date<@dateval("2009q3")