Search found 3 matches
- 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...
- 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...
- 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...