Question about dummy variables

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

kurarinS
Posts: 1
Joined: Sat Nov 01, 2014 7:15 am

Question about dummy variables

Postby kurarinS » Sat Nov 01, 2014 7:20 am

Hello,everyone
As my topic is to investigate the difference of firms' financial performance before and after listing. So I need to put a dummy variable in my regression, namely ,if the firm is already listed ,d=1,otherwise d=0
however,my sample contains more than 1000 firms,and each firm have different listing date. so it is impossible just set a time-series dummy (namely year before 2005 ,d=0,year after 2005 d=1)
so ,how to put dummy variables based on individual firm.
thanks

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Question about dummy variables

Postby EViews Gareth » Sat Nov 01, 2014 5:23 pm

You'll have to explain what you're doing in more detail.


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests