merge_and_create_dummies_for_panel
Posted: Tue Apr 25, 2017 6:47 am
Hello! Thank you for this useful forum! I really need your advice on how to create dummies for special tickers and concrete dates. Is it possible to do this in Eviews?
Please, see how i want the result was.
The thing is I have one dated panel with id - ticker, time - date and time.
And I have to create dummies for special dates for each hour for different tickers(different dates for each ticker). This information contains just in another workfile.I have 100 tickers, 100 days, and dummies for two different days for each ticker
Kindly asking your advice.
Or is it easy to use programming?
Best,
Maria
Please, see how i want the result was.
- cof_ticker.PNG (22.45 KiB) Viewed 2622 times
- a_ticker.PNG (26.08 KiB) Viewed 2622 times
And I have to create dummies for special dates for each hour for different tickers(different dates for each ticker). This information contains just in another workfile.I have 100 tickers, 100 days, and dummies for two different days for each ticker
Kindly asking your advice.
Or is it easy to use programming?
Best,
Maria