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Regression
Posted: Wed Jul 19, 2017 6:47 am
by DAMDOS94
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Re: Regression: conditional CAPM with indicator as an instrument
Posted: Wed Jul 19, 2017 8:10 am
by startz
You have to use legal EViews variable names, but something like
Re: Regression: conditional CAPM with indicator as an instrument
Posted: Wed Jul 19, 2017 8:28 am
by DAMDOS94
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Re: Regression: conditional CAPM with indicator as an instrument
Posted: Wed Jul 19, 2017 9:54 am
by startz
I think it corresponds to the equation numbered (2). Maybe I've missed something. What's the discrepancy?
Re: Regression: conditional CAPM with indicator as an instrument
Posted: Thu Jul 20, 2017 2:27 pm
by DAMDOS94
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Re: Regression: conditional CAPM with indicator as an instrument
Posted: Thu Jul 20, 2017 3:41 pm
by startz
Just multiply out all the terms. I think you end up with six of them.
Re: Regression: conditional CAPM with indicator as an instrument
Posted: Thu Jul 20, 2017 4:14 pm
by DAMDOS94
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Re: Regression: conditional CAPM with indicator as an instrument
Posted: Thu Jul 20, 2017 4:17 pm
by startz
You're right of course. Just enter those five terms in the regression.
Re: Regression: conditional CAPM with indicator as an instrument
Posted: Fri Jul 21, 2017 5:50 am
by DAMDOS94
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Re: Regression: conditional CAPM with indicator as an instrument
Posted: Fri Jul 21, 2017 6:02 am
by startz
This might be a good time for you to read some of the tutorial material on EViews, either EViews Illustrated or other material available at the EViews website.
Re: Regression: conditional CAPM with indicator as an instrument
Posted: Fri Jul 21, 2017 12:56 pm
by DAMDOS94
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Re: Regression: conditional CAPM with indicator as an instrument
Posted: Fri Jul 21, 2017 1:03 pm
by startz
Fully multiply out until you have five terms. Multiplication is done with the * operator. Then just list the five terms after the dependent variable.
Re: Regression: conditional CAPM with indicator as an instrument
Posted: Fri Jul 21, 2017 2:00 pm
by DAMDOS94
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Re: Regression: conditional CAPM with indicator as an instrument
Posted: Fri Jul 21, 2017 2:02 pm
by startz
You've posted an attachment that shows what the variables are!
Re: Regression: conditional CAPM with indicator as an instrument
Posted: Sun Jul 23, 2017 2:10 pm
by DAMDOS94
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