Search found 3 matches

by kwasiyeboah42
Sat Aug 29, 2015 12:20 pm
Forum: Data Manipulation
Topic: Panel Data manipulation
Replies: 7
Views: 1573

Re: Panel Data manipulation

EViews Gareth wrote:

Code: Select all

for !i=1 to 40
smpl if id=!i
equation eq!i.ls y c x
next


if you were to run this, would there be a way to store the coefficients in a single place, and calculate their average?
by kwasiyeboah42
Sat Aug 29, 2015 11:46 am
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 78424

Re: Fama-MacBeth regression

Hi! I'm hoping someone can help. I'm trying to use the Fama-MacBeth add-in to test the relationship between abnormal returns (alpha) and expense ratios of mutual funds (see for example Carhart 1997). So I have the raw return data for the mutual funds, alongside the return data on the Fama French fa...
by kwasiyeboah42
Sat Aug 29, 2015 11:13 am
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 78424

Re: Fama-MacBeth regression

Hi! I'm hoping someone can help. I'm trying to use the Fama-MacBeth add-in to test the relationship between abnormal returns (alpha) and expense ratios of mutual funds (see for example Carhart 1997). So I have the raw return data for the mutual funds, alongside the return data on the Fama French fac...

Go to advanced search