Limited Dependent Variable model estimation
Posted: Wed Apr 14, 2010 4:42 pm
Hi to all!
I'm new with programming in Eviews.
I need to estimate a Limited Dependent Variable (LDV) model as in Lesmond, D. A., J. P. Ogden, e C. A. Trzcinka, 1999, "A New Estimate of Transaction Costs", The Review of Financial Studies, Vol. 12, N. 5, pp. 1113-1141.
Is it possible to do it in Eviews 5? If so, does anyone has the code for doing it and be so kind to send it to me? Can somebody help me?
Thanks
Celia
I'm new with programming in Eviews.
I need to estimate a Limited Dependent Variable (LDV) model as in Lesmond, D. A., J. P. Ogden, e C. A. Trzcinka, 1999, "A New Estimate of Transaction Costs", The Review of Financial Studies, Vol. 12, N. 5, pp. 1113-1141.
Is it possible to do it in Eviews 5? If so, does anyone has the code for doing it and be so kind to send it to me? Can somebody help me?
Thanks
Celia