Search found 2 matches

by KenF81
Mon Jun 26, 2017 10:42 am
Forum: Estimation
Topic: Advice on how to use coefficients to weight factor returns?
Replies: 0
Views: 2119

Advice on how to use coefficients to weight factor returns?

Hi

Complete novice here. Could someone please outline a step by step way of using coefficients as weights in a subsequent regression

Thanks
by KenF81
Mon Jun 05, 2017 3:41 am
Forum: Econometric Discussions
Topic: Help needed regarding getting the log of excel data
Replies: 1
Views: 2153

Help needed regarding getting the log of excel data

Hi Apologies for the simplistic nature of my query but I am fairly new to econometric testing. I have a time series of returns for incides covering fixed income, equity, value and momentum. I have imported them into Eviews without getting the natural logs. When I look at the descriptive stats I noti...

Go to advanced search