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.
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