Limited Dependent Variable
Posted: Wed May 18, 2011 6:43 pm
Hi to all!
I'm new with 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 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