Hi
Did you use Eviews for GRS test statistics?
Thanks
Search found 3 matches
- Wed Mar 06, 2019 5:13 am
- Forum: Econometric Discussions
- Topic: GRS F-Test or Gibbons, Ross and Shanken (1989)
- Replies: 1
- Views: 4091
- Wed May 09, 2018 10:56 pm
- Forum: Data Manipulation
- Topic: Winsorizing
- Replies: 9
- Views: 9740
Re: Winsorizing
Are you sure you are winsorizing and not not trimming?
- Tue May 08, 2018 5:21 pm
- Forum: Programming
- Topic: Value Weighted Portfolio Construction
- Replies: 0
- Views: 1964
Value Weighted Portfolio Construction
Hi. I have monthly data on firm`s returns and their Fundamentals. I now want to construct top vs. bottom portfolio on monthly based on their market capitalization. Following I need to regress Fama & French model factors on the average return of these separate portfolios to see whether there outp...