Split variable with dummies
Posted: Mon Sep 21, 2009 1:22 am
Hi all,
within my long regression I have one variable "itraxx", which I want to split in pre and post crisis with a dummy. How do I enter this in eviews? This is my very simplified regression:
spread c itraxx
If I want to split it, can I just enter this:
spread c itraxx*precrisis itraxx*crisis
so I get the relation between the itraxx till sept '07 (pre-crisis) and spread, ánd a second relation between itraxx during crisis (after sept 2007) and spread, or how do I have to insert this equation? Thank you for your help!
within my long regression I have one variable "itraxx", which I want to split in pre and post crisis with a dummy. How do I enter this in eviews? This is my very simplified regression:
spread c itraxx
If I want to split it, can I just enter this:
spread c itraxx*precrisis itraxx*crisis
so I get the relation between the itraxx till sept '07 (pre-crisis) and spread, ánd a second relation between itraxx during crisis (after sept 2007) and spread, or how do I have to insert this equation? Thank you for your help!