EViews.com

Please that might sound basic for all of you but I am not an expert and I need to estimate the following model using OLS:
R= a + β1 RM + β2 (z)RM + ε (the model called conditional CAPM).
Both β1 and β2 are the coefficients of RM, but β1 is unconditioned, and β2 is conditioned to the information in the vector (z)
The problem I am facing is how to put the (z) term in the equation on Eviews to get the conditional β2. I appreciate any suggestion.

Is what you want?

Thank you so much. Putting the multiplication sign between the (z) and RM makes the coefficient of RM conditional to (z)?

Right, the coefficient will be beta1 + beta2*z

Amazing, thank you so much.