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Hi. Is anyone aware how i can construct Fama and French portfolios in eviews or any other applications? My purpose is to extract the relevant portfolio returns to study size and value anomalies. Thanks in advance.

Hello guys I wonder if anybody is familiar with return decomposition model developed by Campbell and Shiller (1988). This study uses VAR to decompose unexpected return into cash flow and discount rate news. I actually read the article several times and was lucky enough to find the data, but I wasn't...

Thank you Gareth for your fast reply. Since I'm newbie, and to confirm with you, I save your code into a prg file and run it from file>Run>Run Program without any arguments. Eviews successfully imported data. One last thing, later on I need to add maybe 3 to 4 extra variables to the existing variabl...

Hi Gareth Have any idea how to insert data from excel attached to Eviews panel workfile? As you see in excel file, I have four variables in four sheets, cross-sections are companies, named from comp1 to comp482 in top row of each sheet ... I know too many cross-sections, so if Eviews can't handle it...