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Posted: **Mon Jan 31, 2011 7:38 am**

Hi there

How would you create a dummy variable for a specific time period. I understand that @expand does it for a specific group but i've got structural issues with my data and need to create structural lags based upon dummy variables for a specific time period (e.g. 2006-2009). My independant is stock and dependant is gdp. I want to create dummy variables for stock.

Your help would be GREATLY appreciated.

Posted: **Mon Jan 31, 2011 8:57 am**

Code: Select all


series dum = @year>2006 and @year <2009

Posted: **Mon Jan 31, 2011 8:59 am**

legend

Posted: **Wed Feb 02, 2011 5:11 pm**

Greetings,

Could you comment on how you might best specify a dummy for something like, 2006Q2 - 2009Q3 ?

Thanks,
-cap

Posted: **Wed Feb 02, 2011 5:16 pm**

Code: Select all


series dum = @date>@dateval("2006q2") and @date<@dateval("2009q3")

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Dummy Variable for time period

Dummy Variable for time period

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