dummy and interaction dummy

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lnp3
Posts: 69
Joined: Sat Oct 01, 2011 7:28 pm

dummy and interaction dummy

Postby lnp3 » Fri Oct 25, 2013 1:01 pm

dear forum:

I really need help on this issue. I am using Eviews 8.

1) do dummy variables enter co-integration and unit root tests?

2) do *interaction dummy* variables (d*gdp) enter co-integration and unit root tests?

3) Is it OK if I interact dummy and gdp in excel ( and export interacted data to eviews) rather than interacting them in Eviews?

thank you for your help.

all the best,
:cry:

mumpenhour
Posts: 13
Joined: Tue Nov 05, 2013 12:15 am

Re: dummy and interaction dummy

Postby mumpenhour » Tue Nov 05, 2013 8:53 pm

Do you need help creating dummy variables,
or are you just asking how they function with certain operations with eviews?


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