Search found 3 matches

by leocaza
Wed May 16, 2018 6:06 am
Forum: Programming
Topic: Fama Macbeth Add-in
Replies: 0
Views: 42

Fama Macbeth Add-in

Hi, Why do we need to have as many portfolios as there are list of factors for the add-in to work? What is the mathematical logic? I thought we could test one portfolio / factor at a time with all the FAMA factors as independent variable. fmb(action=new, spoolname=total_result) total* hml mkt smb um...
by leocaza
Tue Mar 20, 2018 10:04 am
Forum: Programming
Topic: @erecode() with <>"something"
Replies: 1
Views: 120

@erecode() with <>"something"

Hi, there is no example of @erecode() in "eviews help".

could you there me how to do @erecode() on a matrix, to recode everything not equal to "X"

@erecode(Matrix, <>0, NA)

... with series, i woulld do @recode(series<>0,NA, series)

Thank you
by leocaza
Wed Dec 20, 2017 4:27 pm
Forum: Programming
Replies: 0
Views: 171


Hi, I am doing an optimization to minimize !y CODE : '*********************************************** '*********************************************** subroutine f(scalar !y, scalar !x) !a=15 !b=40 'Expected return series er_cad_eq15b_cn = log(cad_d_eq15b_cn(-!x)/cad_seop_cn(-!x)) 'Realized return s...

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