Hello Everybody!
We have a probably very simple question. We are doing cross-sectional
regressions. We are doing one regression per moth for a period of ten years,
resulting in 120 regressions. As we understood, it is possible to just take
a arithmetic average for every coefficient. What we do not know, is how to
calculate the t-statistics for these coefficients. Can we just do the same,
arithmetic average? Can anybody help us?
Ellinor and Sakke
=================================================================
Instructions for joining and leaving this list and remarks about
the problem of INAPPROPRIATE MESSAGES are available at
http://jse.stat.ncsu.edu/
=================================================================
