Search found 4 matches

by muenzmax
Fri Sep 22, 2017 11:15 am
Forum: Programming
Topic: Estimating standard deviation of residuals by using Loop
Replies: 7
Views: 5688

Re: Estimating standard deviation of residuals by using Loop

Hello Matt,

Thank you for your reply!
My regression equation will be something looks like this?
Y? C dividend? Residual? Volatility_us volatility_uk
Which simply add the non- pooled variables at the end of the equation?

Thank you in advance!
by muenzmax
Thu Sep 21, 2017 11:22 pm
Forum: Programming
Topic: Estimating standard deviation of residuals by using Loop
Replies: 7
Views: 5688

Re: Estimating standard deviation of residuals by using Loop

Hi Matt, Thank you for your reply and sorry for misunderstanding. I have 11 firms, 7 variables, 29 firm-quarters. Among these 7 variables: 1) 3 of them I considered as firm-specific proxy,these 3 variables have 11 series for each firms such as returns,dividend, residuals standard deviation. 2) other...
by muenzmax
Wed Sep 20, 2017 4:14 pm
Forum: Programming
Topic: Estimating standard deviation of residuals by using Loop
Replies: 7
Views: 5688

Re: Estimating standard deviation of residuals by using Loop

Hello Matt, Thank you for your replay. Your code worked perfectly. Now I've got a new question regarding the structure of my data. I have 11 firms, 7 variables, 29 firm-quarters. However, only 3 variables contain 11 cross-sectional data (11 series in one company), the other 4 only have time-series d...
by muenzmax
Tue Sep 05, 2017 10:47 am
Forum: Programming
Topic: Estimating standard deviation of residuals by using Loop
Replies: 7
Views: 5688

Estimating standard deviation of residuals by using Loop

Hi there, I'm new of programming and this is the first time to write a Eviews code. I was trying to get the standard deviation of residuals to estimate the idiosyncratic risk of my portfolios. I used daily returns (y1 to y11) as my dependent variables, X1 X2 represents indexes returns and X3 represe...

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