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!
Search found 4 matches
- Fri Sep 22, 2017 11:15 am
- Forum: Programming
- Topic: Estimating standard deviation of residuals by using Loop
- Replies: 7
- Views: 5688
- 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...
- 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...
- 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...