Making a regression with dummy variables.

[jip123]

Hello All,

I want to do some regressions on the month of the year calendar effect.
Now I alredy made my dummies in excel, and imported everything in eviews.
For every month i made a dummy named (_01d, _02d,...._12d),
r are the returns
Is it okay to make the following equation: r = _01d _02d .... _12d, or do i have to execute the equation for every month seperately: r = c _01d, and than r = c_02d. etc.?
And is it okay, when it is possible to include all the dummies. To leave de constant c out, and insert all the dummies, so that I can circumvent the dummy variable trap?

I hope somebody can help me.

[startz]

You want to put all the dummies in a single equation.

[jip123]

Thanks for your quick reply. And Yes, i was wondering if that is possible! Because else i have to make 12x50 regressions for this part, and this is only a small subquestion of my research!