search for: b1month9

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2007 May 28
1
linear model by month
...809429 9 0.021296551 0.003795071 0.226875834 9 0.006741578 0.014104606 0.721986383 the model is: ExcessReturn= a + b1*Return + b2*STO + u, u is the error term, a is the intercept. I would like to have monthly estimates of b1 and b2 using the least squares estimation. (b1month8 and b2month8, b1month9 and b2month9). Thank you for your help ! [[alternative HTML version deleted]]