i am using this technique but want to confirm if i am doing it rightly or not?
i created took bonds data (Y) and volatility data (X) and
i took event dates and non event dates.
i converted the signs as required by the second assumption of this model
i am stuck how to check IV approach to find the results.
when i run TSLS regression in eviews, the results are not signficant.
this cannot happen because one of the assumptions say that if variance of event day is more than non event day then the shock can be measured.
i dont know where is the mistake.
if anyone can guide, it will be very kind of you.
Y is a dependent variable X is a independent variable. date is Indepentent varaible.
like rainfall data is dependent and year is independent. one variable increases, another varaible also incerease....
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