Search found 2 matches

by vickyzao
Wed Oct 29, 2014 2:54 am
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 87771

Re: Fama-MacBeth regression

I would talk my case in details. I had 100 asset returns (in 36 months), monthly returns were estimated a below picture http://i1128.photobucket.com/albums/m486/vickyzao/myissue.png To use addin in Eviews, my workfile inclueded: + rm* (representative rm1, rm2,..., rm100: monthly returns of stock 1, ...
by vickyzao
Tue Oct 28, 2014 1:19 pm
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 87771

Re: Fama-MacBeth regression

First of all, make sure that you have EViews version 7.x or higher. Then, download the add-in and run the installation program (or simply unzip it). It will upload a documentation file into the related folder (C:\Users\...\Documents\EViews Addins\...), where you can find your answers. 1 point that ...

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