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liquidit
2012 May 22
1
¨Time series and variables with different lengths
Hey,
we are currently analyzing the liquidty in the Danish mortgage bond market.
For this project we have several irregular time series variables as Bond prices, interest rates etc. We declared all the variables as irregular time series, and created the first differences of them to make them stationary.
Now we are trying to run a linear regression on the price of the bon including dummy