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SV: st: Comparing two timeseries regressions using esttab
From
Victor Kihlgren <[email protected]>
To
"[email protected]" <[email protected]>
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: [email protected] [[email protected]] för Charles Koss [[email protected]]
Skickat: den 18 april 2011 16:31
Till: [email protected]
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 <[email protected]> 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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