Umar Farooq Attari

3 Questions 4 Answers 0 Followers

Questions related from Umar Farooq Attari

How can I use dummy variable in GARCH model using stata? How to interpret its results?

I want to study the impact of monday effect on stock returns using garch (1,1) model. I used following code. arch Returns Monday, arch(1) garch(1) In above equation Monday is a dummy variable...

26 March 2021 1,681 4 View

Why sign of beta of independent variable changes when other independent variable is added to the OLS regression model?

I have dependent variable of "rational decision making" with two independent variables of Leadership and "Self efficacy". When i use only one independent variable of leadership, it shows positive...

30 May 2016 6,241 6 View

Is there any specific criteria or syntax to delete outliers in STATA or SPSS?

I have panel data of companies from various industries for 10 years. However, my data set contain many outliers. One of the way that I know to remove them is using bloxspot to identify outliers...

20 May 2015 3,236 5 View