Hey froggy124.
Can you outline the model you are using and the interaction term? (Also when you refer to gamma are you talking about one of the greeks in finance like delta)?
Anybody know how you would estimate gamma when it is multiplied by a interaction term(dummy variable x regressor) from a number of regressions?? Is there any info on calculations out there about calculating gamma....have really tried hard to find something and this is about the best i've come up with
http://www.fordham.edu/economics/mcl...PooledData.pdf
but still doesn't make it any clearer!!
Any insight into making an estimation for this would be greatly appreciated