Search found 3 matches

by tataa
Thu Mar 02, 2017 2:03 am
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 157
Views: 247589

Re: Fama-MacBeth regression

This is how i did, first to import data i have delated the NA With the add in Fama macbeth, i put the list of portfolios in the first row and the list of factors in the second one For the 3 factor model (rm-rf, smb hml) i have no problem and the results for gammas and betas are shown For the five fa...
by tataa
Wed Mar 01, 2017 9:04 am
Forum: Add-in Support
Topic: Fama macbeth regression using the add-in erors
Replies: 0
Views: 3208

Fama macbeth regression using the add-in erors

Hi,i run a fama macbeth regression in eviews using the add-in (fama and french (1993, 2015) models), it works for the three factor model or any other combination of four factor model but it does not work for the five factor model and i have an error message that says positive or non negative argumen...
by tataa
Wed Mar 01, 2017 8:42 am
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 157
Views: 247589

Re: Fama-MacBeth regression

Hi,i run a fama macbeth regression in eviews using the add-in (fama and french (1993, 2015) models), it works for the three factor model or any other combination of four factor model but it does not work for the five factor model and i have an error message that says positive or non negative argumen...

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