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SV: st: Comparing two timeseries regressions using esttab


From   Victor Kihlgren <21693@student.hhs.se>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   SV: st: Comparing two timeseries regressions using esttab
Date   Mon, 18 Apr 2011 15:03:04 +0000

Thank you for the tip. Is significance level of differences possible to obtain using only t-statistics? I am trying to replicate an essay comparing two different set of funds exposure to risk-classes.

many thanks

victor

________________________________________
Från: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] f&#246;r Charles Koss [hqtiger@gmail.com]
Skickat: den 18 april 2011 16:31
Till: statalist@hsphsun2.harvard.edu
Ämne: Re: st: Comparing two timeseries regressions using esttab

use Excel to get the difference. Why do you want to obtain the
significance level of each difference?

Charles

On Mon, Apr 18, 2011 at 2:19 AM, Victor Kihlgren <21693@student.hhs.se> wrote:
>
> Hello,
>
> I would like to compare two timeseries regressions using esttab. Ive managed to tabulate the results but i would like a column showing the difference between each beta and the significance level of each difference, how is this possible?
>
> Thanks
>
> Victor
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