I want to use Fama-MacBeth regression add-ins in Eviews and need some help on using the Fama-MacBeth add-in. I tried to search it in User Guide I and II but I am not getting any help related to this.
Search found 3 matches
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Hello Sabs, Yes, I select Winsorizing from the drop-down menu not Trimming and repeat it few times but I am not sure why this is happening? I tried on an individual column as well for example the below data belongs to a fund and when I apply 1% lower and 99% upper it removes all the values and resul...
Hi there, I am applying the Trimming and winsorising add-ins on my data for 1% and 99% but the resulted series of my funds losing the number of observations. I am not sure, why the observations disappearing from the columns as winsorize help you adjust the extreme values to the nearest lowest and hi...