Date dummies in Panel
Posted: Fri Sep 21, 2012 8:50 pm
Hi guys,
I'm doing event studies for an unbalanced panel (Eviews 7.1) with different event dates for different cross section variables. I need to assign "0" for 6 periods prior to the event date, "1" for the periods following the event, and NAs for the rest. Currently I have a dummy series containing value of 1 for the event date and 0 for the rest.
If you could help, please.
I'm doing event studies for an unbalanced panel (Eviews 7.1) with different event dates for different cross section variables. I need to assign "0" for 6 periods prior to the event date, "1" for the periods following the event, and NAs for the rest. Currently I have a dummy series containing value of 1 for the event date and 0 for the rest.
If you could help, please.