dummy variables in an LA-VAR approach
Posted: Mon Feb 14, 2011 6:15 pm
hi all,
so here is my problem, I'm trying to estimate the determinants of stock prices by using an LA-VAR approach. The problem is my sample. I wanted to do two regressions with two different type of companies, but there is not enough companies of each type to do that... so I was wondering if it is possible to include a dummy variable in my regression to take into account the difference between companies..
thank you for you help,
Sincerely,
Sophie BUIGUES
so here is my problem, I'm trying to estimate the determinants of stock prices by using an LA-VAR approach. The problem is my sample. I wanted to do two regressions with two different type of companies, but there is not enough companies of each type to do that... so I was wondering if it is possible to include a dummy variable in my regression to take into account the difference between companies..
thank you for you help,
Sincerely,
Sophie BUIGUES