EViews.com

Hello,

Could you please help me: I need to estimate some equation for a set of individuals, so I am working on a program that would do so for all of them at once. Is it possible to do the following: for all the individuals I have a dummy variable, could I make EViews look at the values of the dummy and for all the cases when the dummy is equal to 1...:

1)... limit the sample for estimation to that observation (where the dummy=1) +/- some number of days?

2)... also assign values of 1 to some set of days around it (+/- a fixed number)?

I would be very grateful for your help and especially for some suggested code.

Thanks!

Thanks for your message. I would really appreciate it if you could clarify a bit - could you please consider the 2 points I mentioned separately and suggest some solution?

Thanks!

Code: Select all

smpl if dummy=1 or dummy(-1)=1 or dummy(1)=1 equation eq1.ls...

1) 2)