Using Dummy Variables in Eviews

This explains and demonstrates the use of dummy variables in Eviews. Separate examples are presented that illustrate the estimation of a trend line with dummy control variables for outliers, structural breaks, and seasonality. A jack-knife regression is also demonstrated.

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TOPIC CATEGORY:  Tricks with Time Trends

KEYWORDS: 
Dummy Variables, Dummy Variable Trap, Intercept Dummy, Slope Dummy, Jack-Knife, Piece-Wise

RUN TIME: 
17:32

AUTHOR /PRESENTER: 
Steve Crane, Department of Economics

PRIMARY DISCIPLINE: 
Econometrics/Statistics

RELATED DISCIPLINES: 
- -

SKILLS DELIVERED: 
Ability to use Eviews to specify and estimate  trend lines with dummy control variables for outliers, structural breaks, and seasonality. Ability to estimate a jack-knife regression.

RIGOR LEVEL: 
4000

PREREQUISITE INFO:  Intro to Simple Curve Fitting, Seasonal Adjustment, and Previous Dummy Variable Videos