Search found 3 matches

by saraali
Thu May 10, 2018 6:29 pm
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 96156

Re: Fama-MacBeth regression

Hi there,

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.

Please advise.

Thanks,Sara
by saraali
Thu May 10, 2018 2:02 pm
Forum: Data Manipulation
Topic: Winsorizing
Replies: 9
Views: 3311

Re: Winsorizing

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...
by saraali
Wed May 09, 2018 4:11 pm
Forum: Data Manipulation
Topic: Winsorizing
Replies: 9
Views: 3311

Re: Winsorizing

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...

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